Apply by doing:
       cd  /usr/XF4/xc/programs/xdm
       patch -p0 < 008_xdm.patch

And then (re)build X and install xdm:
       cd /usr/XF4
       make compile
       cd xc/programs/xdm
       make install

Index: socket.c
===================================================================
RCS file: /cvs/OpenBSD/XF4/xc/programs/xdm/socket.c,v
retrieving revision 1.1.1.4
retrieving revision 1.2
diff -u -r1.1.1.4 -r1.2
--- socket.c    13 Feb 2004 21:45:39 -0000      1.1.1.4
+++ socket.c    23 May 2004 08:24:49 -0000      1.2
@@ -66,6 +66,9 @@
    char *name = localHostname ();
    registerHostname (name, strlen (name));

+    if (request_port == 0)
+       return;
+
#if defined(IPv6) && defined(AF_INET6)
    chooserFd = socket (AF_INET6, SOCK_STREAM, 0);
#else