So, you should find documentation for your modem/router combo and see if you can enable bridge/pass-through mode and then configure OpenBSD to handle NAT and packet forwarding, and indeed, serve as a firewall.
Many combination modems support operating in this way, and it allows you a finer level of control over what enters and leaves your network.
The OpenBSD FAQ and relevant man pages can help you configure the pppoe/pppoa client, and if successful, your OpenBSD system will be directly facing the Internet and you will need to configure pf.
Quote:
Originally Posted by tomp
And the second one where the Modem/Router does NAT, the current BSD box is a bridge, and there's another box of some kind that does the routing.
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No, again, a bridge simply passes packets in from one Ethernet interface to another, it is akin to simply connecting a cable between your modem/router and a client system. It would still be offering NAT and would be the default route for your network.