I haven't used OpenBSD, but I configured it using FreeBSD.
The easiest thing to do is to use the configuration program if you have it. It should be at /usr/X11R6/bin/xf86config
The configuration file itself is saved in /etc/XF86Config. Make sure you that if you are using the xf86config program that you are writing your configuration to the write file. This happened to me on Debian. I couldn't get X running, even after I configured it a number of times, because by default, it writes to /etc/XF86Config, whereas Debian uses /etc/XF86config4 or something like that.