For anyone who is interested, I've written up a document on how to install OpenBSD, configure it as a transparent bridge, then install spamd on it. It was written primarily for our campus computer center who want to know how to do it if something happens to me (like I get a better job elsewhere for example ;-) ) but I think I've written it generally enough that it will be of use to anyone.
The page is here: http://wiki.utpa.edu/InfoSec/GreyListingInstall?action=print regards Graham