Great idea ocicat,
Just a note, you should probably use memtest86
+, the former is recently maintained again but has less support for newer systems.
Also, there is a port that allows you to test your system without using a boot disk, but by loading the binary from
boot> instead of the OpenBSD kernel.
It even works over serial connections!
http://www.memtest.org/
http://openports.se/sysutils/memtest86+