Small suggested update to http://www.openbsd.org/faq/upgrade44.html

Note that this instruction leaves pf unloaded upon reboot after  
replacing the kernel:

Install new /etc/firmware files and /sbin/ifconfig utility: Due to the  
fact that some uploaded "firmware" files may have been updated, you  
may need to update the files in the /etc/firmware directory. This will  
impact users of only a few devices, though all users can use this step  
without harm. Sometimes the network drivers (especially more complex  
devices such as pppoe(4)) in the new kernel need an updated ifconfig  
utility to be configured properly after the reboot in the next step.  
Again, it's something that all users can do without harm, but if you  
are performing your remote upgrade over a pppoe(4) connection this  
step can be crucial. To extract the firmware files and ifconfig from  
base44.tgz, use the following as root:

     tar -C / -xzphf ${RELEASEPATH}/base44.tgz ./etc/firmware ./sbin/ 
ifconfig


Might I suggest updating that tar line to the following:

     tar -C / -xzphf ${RELEASEPATH}/base44.tgz ./etc/firmware ./sbin/ 
ifconfig ./sbin/pfctl

Otherwise, I'm getting this error when rebooting after upgrading the  
kernel:

pfctl: DIOCADDRULE: Operation not supported by device

This leaves pf.conf unloaded.

Doing a sudo pfctl -f /etc/pf.conf   gives the same error.

Once I upgraded pfctl to the OpenBSD 4.4 version, all was well.

Thanks otherwise for a fantastic product,

satadru