How can I install a package on OpenBSD?

I installed OpenBSD and then proceeded to download firefox using the PKG_PATH environment. It worked and seemed to run reasonably well but then, wanting to try another browser, I deleted firefox using pkg_delete (which of course wasn't necessary). I now find myself unable to download any browser as for some reason the system now doesn't recognize any ftp server I try to connect to. Every time I try to using 'export PKG_PATH', I get the message 'no such directory'. Any hints at what happened and what I might do ?