OpenBSD needs a primary partition with A6 as partition identifier.
Code:
j65nko@hercules[~]fdisk wd0
Disk: wd0 geometry: 38913/255/63 [625142448 Sectors]
Offset: 0 Signature: 0xAA55
Starting Ending LBA Info:
#: id C H S - C H S [ start: size ]
-------------------------------------------------------------------------------
*0: A6 0 1 1 - 5098 254 63 [ 63: 81915372 ] OpenBSD
1: A5 5099 0 1 - 22945 254 63 [ 81915435: 286712055 ] FreeBSD
2: 82 22946 0 1 - 23011 254 63 [ 368627490: 1060290 ] Linux swap
3: 83 23012 0 1 - 38912 254 63 [ 369687780: 255449565 ] Linux files*
Usually it is easier to create such a partition with the tools you are familiar with. Just use Gparted or the Linux fdisk if you feel more comfortable with them.
What is the output of Linux
fdisk -l ?