Don't forget booting from USB is a black art. Different USB keys will represent themselves in different ways, some keys represent themselves as USB Floppy drives, some as USB CD-ROM drives.
Some motherboards see USB keys as valid boot media, not all motherboards. Given your problem is during POST I can't see this being an OpenBSD problem. One solution could be too install an OS designed to run from a USB key and test it on the machine then. If it boots you can at least eliminate the USB key itself as a problem. -- Using Opera M2: http://www.opera.com/mail/
