>INSTALL just says that the way to do this varies so widely among systems 
>that it's impractical to give instructions. So... what should I do?

The details at http://www.netbsd.org/Documentation/bootcd.html worked for 
me. There's an Alpha-specific section.

Give it a shot. I got it all happening and had a bootable install CD pretty 
quickly.
_________________________________________________________________________
Get Your Private, Free E-mail from MSN Hotmail at http://www.hotmail.com.