Problem installing milter-spamd -setenv

[Chris Bennett]

I'm trying to install milter-spamd. The instructions say:
          # cd /usr/src/gnu/usr.sbin/sendmail
          # make clean cleandir
          # setenv WANT_LIBMILTER 1
          # make obj && make && make install
but setenv WANT_LIBMILTER 1 says:  
ksh: setenv: not found

How do I do this step successfully? using OpenBSD 4.0/i386

Thanks
Chris Bennett