The typical problem with a chroot environment is that you need to provide a copy of the necessary configuration into the chroot.
Config files in "/etc" which normally are accessible by a non-chrooted daemon, need to brought into the chroot environment when you run a chrooted version.
In case you haven't seen it,
http://www.openbsd.org/faq/faq10.html#httpdchroot has an example.