Assuming that you have the OpenBSD cdrom you can enter c here and should see something similar to this – just accept the defaults by pressing enter a few times:
We want to install everything but the game33.tgz so we disable it by entering "-game33.tgz" and you will see something similar to this:
If you are installing onto a 256Mb disk then you will have to skip the man33.tgz file as well by entering "-man33.tgz" in order to conserve space.