If you have more than one hard drive, the installer dumps you back at the beginning of the hard drive dialog.
Available disks are: sd0 sd1. Which one do you wish to initialize? (or done) [done] sd0
If your other hard drives will not be used for OpenBSD, you can enter "done" here to proceed. Otherwise, choose the hard disk you want to work on next. The disklabel process works exactly the same, with some slight modifications in the partitioning process. This hard drive is going to be one large partition, mounted on /database. While "a" is traditionally the root partition, you can only have one root partition per operating system! It's perfectly safe to assign the "a" partition to /database, and on the third drive you can assign it to /home without a problem.