I am absolutely intrigued by this story despite my better judgement. You were able to cook your own full OpenBSD installer on a USB stick with GRUB instead of downloading an ISO or using PXE, but you failed disk setup in the installer? It really would be interesting to see if you can read just http://www.openbsd.org/faq/faq4.html , particularly 4.5.3 and then come back to us with anything other than a mea culpa.
There are always going to be stumbling points in computing, but the question is do we learn from them or just reject them and act like they are not the great opportunities for growth that they are.

