Funny thing with OpenBSD 4.1 and VMWare ESX Server - they aren't compatible. I tried installing OpenBSD in ESX under both the Other and FreeBSD and both times OpenBSD complained about seeing a duplicate IPv6 address on the network. Everything worked fine downloading packages and SSHing into the box. I set up Apache and started to test it.
Each page would work fine until 15kb was transferred. After that it stopped. Any pages over 15kb displayed fine, but anything (images, HTML, PHP, anything) would stop. I tested with wget and everything worked fine locally, but I kept hitting a 15kb barrier.
After much, much searching, I found out that that the virtual NIC causes a ton of packet collisions under OpenBSD due to the way it loops back to itself in VMware (hence the duplicate IPv6 address warning). It just so happened that in my case the packet collisions were so bad after 15kb of outbound traffic the packets stopped coming out.
I don't know if this is still an issue in ESX 3, but OpenBSD works fine in VMWare Workstation 6. No go with ESX 2.5 though.
Update - 05/23/2007
According to Scott Lowe, this issue is resolved in ESX 3.0.1 . Thanks Scott!