(Newbie) Installing compiler

[Adam Getchell <acgetchell_(_at_)_ucdavis_(_dot_)_edu>]

Hello all,

First, I'd like to say that my CD is on order.

Until then, though, I want to install the comp27.tgz package so I can 
recompile my kernel into something useful for firewalling.

Doing 'pkg_add -v 
ftp:ftp1.usa.openbsd.org/pub/OpenBSD/2.7/i386/comp27.tgz' eventually 
produces:

tar command returns 0 status
pkg_add: unable to open table of contents file '+CONTENTS' - not a package?
pkg_add: 1 package addition(s) failed

Do I have to do something special, such as running Master/Slave mode 
(from the man page). It seems as if I never get past step 1, since the 
packing list (CONTENTS?) is never opened.

Thanks,