Only different that I know of is lighttpd on OpenBSD is chroot'ed to the /var/www/ directory. But truthfully this is only the second time setting up lighttpd. (Other time was on OS X, and had no issues setting up PHP)
I did change the document-root to '/var/www/pages' and made the edit to the lighttpd.conf as needed.
Code:
$ pwd
/var/www/pages
$ ls -al
total 340
drwxr-xr-x 4 _lighttpd _lighttpd 512 Jun 17 20:15 .
drwxr-xr-x 11 root daemon 512 Jun 19 18:52 ..
-r--r--r-- 1 _lighttpd _lighttpd 2326 Feb 28 16:29 apache_pb.gif
drwxr-xr-x 2 _lighttpd _lighttpd 512 Feb 28 16:29 bgplg
-r--r--r-- 1 _lighttpd _lighttpd 41318 Feb 28 16:29 blowfish.jpg
-r--r--r-- 1 _lighttpd _lighttpd 4090 Feb 28 16:29 bsd_small.gif
-r--r--r-- 1 _lighttpd _lighttpd 2212 Feb 28 16:29 index.html
-rwxrwxrwx 1 _lighttpd _lighttpd 99 Jun 17 20:15 info.php
-r--r--r-- 1 _lighttpd _lighttpd 5417 Feb 28 16:29 lock.gif
-r--r--r-- 1 _lighttpd _lighttpd 46246 Feb 28 16:29 logo23.jpg
-r--r--r-- 1 _lighttpd _lighttpd 35570 Feb 28 16:29 logo24.jpg
-r--r--r-- 1 _lighttpd _lighttpd 2007 Feb 28 16:29 mod_ssl_sb.gif
-r--r--r-- 1 _lighttpd _lighttpd 3361 Feb 28 16:29 openbsd_pb.gif
-r--r--r-- 1 _lighttpd _lighttpd 3334 Feb 28 16:29 openbsdpower.gif
-r--r--r-- 1 _lighttpd _lighttpd 2063 Feb 28 16:29 openssl_ics.gif
drwxr-xr-x 11 _lighttpd _lighttpd 1536 Dec 18 2008 phpPgAdmin
-r--r--r-- 1 _lighttpd _lighttpd 2220 Feb 28 16:29 smalltitle.gif
$ cat info.php
<html>
<head>
<title> PHP Test Script </title>
</head>
<body>
<?php
phpinfo( );
?>
</body>
</html>
$
Code:
$ links 127.0.0.1/info.php
Return a page with "No input file specified."