$ su
Password:
# export PKG_PATH="http://www5.autistici.org/c0de/obsd/pkg4.1/"
# pkg_add autoconf-2.57p0.tgz 

or you can put the PKG_PATH in your home directory in .profile, .bashrc, .chsr, .kshrc or where you want
like this:
 
export PKG_PATH="some/url/that/you/want"