One other point which should be made clear is that
"upgrading" the operating system as defined by the OpenBSD project
requires one to upgrade through
each sequential release -- meaning you would have to go from 3.6 to 3.7 to 3.8 to 3.9,
etc. all the way up to 4.3 or 4.4.
In your case, whenever you decide to refresh all software installed on this particular system, it will be far simpler to do a fresh install. Installation of OpenBSD can be exceptionally simple once you get used to what is being asked. YouTube has a video of someone installing OpenBSD in two minutes, not that I recommend you speed through the process:
http://www.youtube.com/watch?v=C9h_9RhTON8
Studying Section 4 of the FAQ is an excellent guide to understanding what is
really going on:
http://openbsd.org/faq/faq4.html
Lastly, once you get to the installation of third-party applications, save yourself the agony of compiling. Use packages instead. This is all covered in Section 15 mentioned earlier.