OpenBSD is known as the most secure operating system on the planet. The operating system has been developing by a team led by Theo de Raadt (previously one of the core team of NetBSD). The main focus of the OS is security and code correctness with quality documentation. With the detailed documentation, users can easily install and master the OpenBSD operating system as a server, router, firewall, VPN or other purposes.
If you never install or operate OpenBSD, you might find resources on how to install it on your computer / server.
Basically there is a very detailed explanation on the website. You can go to OpenBSD Installation Guide page. However, if you are looking for a video that shows you how to install OpenBSD 5.0, I already captured it for you. You can find and watch the video below. This should be also applicable for OpenBSD 5.1.