Instead of messing around with the complete 224/4 block, you could add a more specific route:
Code:
$ sudo route add 239.1.2.3 192.168.2.1
add host 239.1.2.3: gateway 192.168.2.1
If this is not acceptable, you probably will have more success in solving this issue by asking on the OpenBSD misc mailing list. I only used sockets in Perl, and those where not for multicast
See
http://www.openbsd.org/mail.html