Essentially I downloaded all eight archives and applied each as follows. So, to apply the first set of patches:
tar -xzvpf binpatch-3.3-i386-001.tgz -C /
Then I downloaded the second set and untarred them, and so on. When I was done I rebooted and found my system had a new kernel:
OpenBSD 3.3 (GENERIC) #3: Sat Oct 4 12:38:19 CDT 2003
Note my kernel was GENERIC to begin with.