upgrade from source

[Mihai IACOB <gmiacob_(_at_)_gmail_(_dot_)_com>]

Hello!
I am running an Internet gateway using OpenBSD 3.6. I built a custom
kernel and everything is ok. The server is used for NAT and it also
runs djbdns, qmail, vmailmgr and aide.
Last week I decided to upgrade to 3.7 - from source. I built and
installed gcc 3.xx from 3.6 sources. Then I checked out the
3.7-stable, I built the GENERIC kernel and booted it. The server
worked ok, except for the NAT. When I tried "# pfctl -F all -f
/etc/pf.conf", I got an answer about an IO error and not being able to
insert rules. I built my custom kernel from 3.7 sources and tried to
boot it - didn't work. There was a recommendation not to ask for help
without providing the output of some commends (trace and some other
command).
My questions are:
1. Did anyone go through this before? Is there an obvious mistake I did?
2. How can I save the output of "trace", other way than copying it by hand?

Thank you for your time.
Mihai IACOB