Steps:

– Boot install cd and select s (shell);

– Initialize the disk with fdisk -i wd0, which assumes you are using wd0 as your main disk, and write new MBR and partition table;

– Add OpenBSD disk label with disklabel -E wd0. On the disklabel, type a and just press enter to offset and size, on the FS type you need to set RAID;

– We’ll create the encrypted volume with bioctl -c C -l /dev/wd0a softraid0 using partition a which is set to RAID and of course we’ll enter a strong password when prompted.

– The softraid volume is assigned its own name sd0 which will be used later;

– Exit shell to return to the installer. Now enter the softraid volume name sd0 in the root disk question field.

update:

If you have more then 1 disk, follow this step before steps above:

– # sh MAKEDEV sd1   –   (orwd1)

– # fdisk -i sd1

– Add OpenBSD disk label with disklabel -E sd1. On the disklabel, type a and just press enter to offset and size, on the FS type you need to set RAID;

– # bioctl -c C -l /dev/sd0a softraid0