Configuring Networking in OpenBSD HVM

/etc/hostname.xnf0 tells
inet 10.137.0.35 netmask 0*ffffff00
when I try vi /etc/mygate it shows empty file. When I tried to put 10.138.7.37 there, I was unable to do same as it was readonly even when I was logged in as root. Then I tried cat /etc/mygate it shows file not exist.
Then I tried -

route add 10.137.0.35 -netmask 255.255.255.0 10.138.7.37

result was -
add net 10.137.0.35: gateway 10.138.7.37: Network is unreachable.

I also used sh /etc/netstart xnf0 and also used reboot, results were same.