I used this guide by @jggimi a while ago but I'm not sure how much has changed since then:
http://daemonforums.org/showthread.php?t=10001
There is also the ever-reliable FAQ:
https://www.openbsd.org/faq/faq6.html#VMMnet
Also, if you detail exactly what you have tried so far then that will prevent duplication of effort by any who try to help.