Installation of OpenBSD is pretty easy today.
It can be either install48.iso or cd48.iso (for network installation). There are different ISO images for different architectures (i386, amd64, etc.).
All steps are trivial and described here and/or here. Depending on your needs, software RAID setups are not that simple. By now OpenBSD has 2 software RAID implementations: RAIDframe (ported from NetBSD) and softraid(4). The last one is in rapid development and more stable.
Installation from chroot is described here.