It probably belongs in PROBLEMS, but it's more likely to be a FAQ.

FAQ

@@ -45,6 +45,8 @@ OpenSSL  -  Frequently Asked Questions
 * Why does the OpenSSL compilation fail on MacOS X?
 * Why does the OpenSSL test suite fail on MacOS X?
 * Why does the OpenSSL test suite fail in BN_sqr test [on a 64-bit platform]?
+* Why does OpenBSD-i386 build fail on des-586.s with "Unimplemented
+  segment type"?
 
 [PROG] Questions about programming with OpenSSL
 
@@ -567,7 +569,20 @@ suggested by ./config script), then the platform is unsupported. There might
 or might not be a workaround. Most notably on SPARC64 platforms with GNU
 C compiler you should be able to produce a working build by running
 './config -m32'. I understand that -m32 might not be what you want/need,
-but the build should be operational.
+but the build should be operational. For further details turn to
+<openssl-dev@openssl.org>.
+
+* Why does OpenBSD-i386 build fail on des-586.s with "Unimplemented
+  segment type"?
+
+As of 0.9.7 assembler routines were overhauled for position independency
+of the machine code, which is essential for shared library support. Now
+for some reason OpenBSD is equipped with out-of-date GNU assembler which
+finds the new code offending. To work the problem around configure with
+no-asm (and sacrifice a great deal of performance) or upgrade /usr/bin/as.
+For your convenience a pre-compiled replacement binary is provided as
+http://www.openssl.org/~appro/i386-openbsd3-as, which is compiled from
+binutils-2.8 released in 1997.
 
 [PROG] ========================================================================