export PKG_PATH=ftp://obsd.cec.mtu.edu/pub/OpenBSD/4.3/i386/
pkg_add -i screen
Error from ftp://obsd.cec.mtu.edu/pub/OpenBSD/4.3/i386/:
ftp: Login failed.
ftp: No control connection for command.
ftp: Login failed.
ftp: No control connection for command.
ftp: Can't connect or login to host 'obsd.cec.mtu.edu'
No packages available in the PKG_PATH
Can't resolve screen

I can not link to any ftp site listed on the openBSD site.
The document suggest us to use the binary file not the source file.
I even can not link them use firefox or gftp.