Check BIOS settings too... Don't know about the current status of OpenBSD on these fine laptops, but you will probably need to boot to UKC and disable ahc0. This change is (was?) required for installation kernels only. GENERIC kernels do not need this workaround to boot... but you will need to boot the CD first.
I will suggest too buying the OS media for 4.1; this way you will be not only supporting the OpenBSD project but also getting a CD-ROM media that you know will be bootable. Cheers, Igor.