Installing OpenBSD is very easy, just don´t ask about dual booting because then the hard part comes
I am not an expert on this matter to say that OpenBSD is more secure then FreeBSD, but if you are not a newbie then you would know how to close services you don´t need and secure a FreeBSD box. In OpenBSD everything is closed, you can´t even telnet to the box. SOme people might prefer this as a start.