Summary says it all really.
Must be an old version, here it just works<tm>. And checking the source says it all really ;) So, what version are you running? Latest is 1.6.2. You will have to check with your package manager or find the NEWS file provided with the original tarball.
I am using: xfce4-notes-1.4.1p5 sticky notes for the xfce4 desktop I am using OpenBSD-4.4-current as synced yesterday. The p5, indicates that the OpenBSD port is at patch level 5, ie, this version has been changed 6 times. No patches were applied to the original sources however. The patch level was bumped due to ports infrastructure improvements, as shown here: http://www.openbsd.org/cgi-bin/cvsweb/ports/x11/xfce4/xfce4-notes/ I have CC'd in the maintainer.
I will close this bug, I don't maintain branches for the plugin, new features are added as new versions get out. Wait for your package to be updated, but sorry for the time being.