This command works if you have a USB CF card reader you can hook up to your firewall box:

  dd if=/dev/rwd0c of=/dev/rsd1c bs=1024k

rwd0c is the "C" partition of the OpenBSD install (which contains the other partitions). rsd1c (which may appear as rsd0c, etc) is the CF card in the USB card reader.

if = infile

of = outfile

bs = block size

Note: You don't need to mount the file system on the blank card.