I figured out what was wrong with my OpenBSD 3.6 setup. I needed to setup pf=YES in /etc/rc.conf. I must have missed this when reading though the install documentation.
Anyhow these are the steps that worked for me:
1.) Install OpenBSD 3.6 according to the directions at: http://www.openbsd.org/faq/faq4.html
2.) Add the following line to /etc/sysctl.conf: net.inet.ip.forwarding=1
3.) Add the following line to /etc/pf.conf: nat on ep1 from ep2:network to any -> (ep1)
4.) Add the following to /etc/rc.conf: pf=YES
Thanks again for all the help.
Thanks,
Mike
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