I just installed 3.9. Got X up and running. I thought I would test out the pkg_add -u so I set PKG_PATH variable, installed mozilla-firefox-1.5.0.1.tgz and then proceeded to run pkg_add -u, pkg_add checked all installed packages and nothing needing updating though this page states differently (for firefox):
http://openbsd.org/pkg-stable.html Am I missing something? I notice from ftp (ftp.openbsd.org) that there isn't even a mozilla-firefox-1.5.0.2.tgz available.

