The deny all and allow from any inet prefixlen 8 - 24 will block the default

route already so don't add an additional rule for that. Instead add a commented
allow rule. Idea from Mitja Muzenic (mitja at muzenic dot net)

src/etc/bgpd.conf

@@ -1,4 +1,4 @@
-# $OpenBSD: bgpd.conf,v 1.8 2007/03/29 13:37:35 claudio Exp $
+# $OpenBSD: bgpd.conf,v 1.9 2009/11/20 19:51:05 claudio Exp $
 # sample bgpd configuration file
 # see bgpd.conf(5)
 
@@ -78,8 +78,8 @@ neighbor 10.2.1.1 {
 deny from any
 allow from any inet prefixlen 8 - 24
 
-# do not accept a default route
-deny from any prefix 0.0.0.0/0
+# accept a default route (since the previous rule blocks this)
+#allow from any prefix 0.0.0.0/0
 
 # filter bogus networks
 deny from any prefix 10.0.0.0/8 prefixlen >= 8