I found a workaround.

With a serial console I booted the CD from
ftp://ftp.netbsd.org/pub/NetBSD/arch/sgimips/snapshot/bootable-cd-3.99.3
and installed NetBSD 2.0 via ftp. Almost Plug'n Play ;)
It worked and I have no green messages about unexpected interruptions.

I was not able to make X work.
Can someone point me to some documentation on how to proceed?

Regards,
Thierry.

PS: Thanks for the bootable CD