Thought I'd let you know that I have successfully installed zsh 3.1.6 on the 
following machine, as outputted by 'uname -a':
     OpenBSD cricket 2.6 GENERIC#696 i386
The machine itself is an IBM 466DX1/DP.
I have included the full output of the install process.
Hope this helps.
-Anthony Schneider.

p.s.  There were no modifications made whatsoever.