ooh, that's true, rocket. Though it does require some a priori knowledge of OpenBSD system administration.
In brief the steps for i386 would be:
- insert USB stick in platform with bootable media (diskette, cd, network)
- Boot ramdisk kernel (bsd.rd) and drop to shell
- fdisk(8) to (re)initialize MBR and create OpenBSD MBR partition.
- disklabel(8) to create an OpenBSD partition.
- newfs(8) to format the partition
- mount(8) the partition, then cd to it.
- run dhclient(8) to obtain an IP address, or use ifconfig(8) to manually configure a NIC.
- obtain the filesets and kernels from nearest mirror using ftp(1). I can't remember if -o is required, but ftp(1) is included in the ramdisk kernel.
- copy /usr/mdec/boot to the partition
- run installboot(8) from /usr/mdec, using /usr/mdec/biosboot and the boot file copied to the partition.
- cd / and umount(8) the USB's partition.
- unplug USB and boot it in the destination system.