If the ADSL modem is in fact a router (simple bridges are very rare these days), and it has a decent ICSA-compliant firewall (eg Siemens Speedstream 4200), then I'm not sure the OpenBSD machine achieves anything and could be reassigned as your missing second machine or dropped altogether.
You could run up firewalls on the other machines for defence in depth if you're really paranoid... I'm assuming you would only be forwarding SMTP, HTTP, FTP ports via the router. I believe it's much rarer to find an ADSL router compromised, than a machine with a complete operating system.
ADSL router -> Switch -> LAN machines