In options, to make your firewall not to respond anything
Code:
set block-policy drop
And you shouldnīt answer to anything if you have the "first" firewallrule to
So IF you havenīt ENABLED incoming ICMP it should block it. You donīt need to block it separately.
also i recommend reading to properly configure ->
http://www.openbsd.org/faq/pf/