Thank you for the tip. Making that directory makes the install run smoothly. However, oss 4.2 b2002 still will not attach to Solaris 10 after install, as has been noted by several users in the Solaris forum. Other manual fixes have been suggested by Vitaly, but even with them, oss on Solaris 10 x86, at least in a VirtualBox environment, is way too flaky for normal use.
I hope that 4front fixes the Solaris oss package to get rid of the install (and, more importantly) the instability, and attaching problems.