After upgrading to OpenBSD 3.9, run "pkg_add -r mergemaster".
The next step, though, requires installing source code on your machine. That's REALLY not that big of a deal, but I'm taking steps (binpatch) so I don't have to install the source tree on all of my systems. If you don't want to install the whole source tree, I've created a tarball that contains just the source files mergemaster is looking for. You install it the same way you'd install the full source tree:
sudo tar -czvpf ~/mergemaster-srctree39.tgz -C /usr/src/
Now, when you run mergemaster, you'll be prompted to install,delete,merge new files with old files.
One trick for httpd.conf: if you can, write all of your configuration changes to httpd.conf to a file like "/var/www/conf/erdelynet.com.conf" and then only put an "Include conf/erdelynet.com.conf" in your httpd.conf. That way, the diff will be pretty clean and you probably only have to install the new file and add your Include line.