I successfully brought up an Ultra1, but can't install any
	packages. make complains that I need to cd to ../../pkg_install
	and run make.

That's because your pkgsrc is newer than your pkg_install.

	Sorry, I'm not at work, so don't remember the exact error - something
	like: I have pkg_install-20010302 but need pkg_install-20010306.
	Problem is, I tried to upgrade, now have  pkg_install-20010307, and
	the same error messages.

How did you upgrade?

Eduardo