OpenSSH-3.5p1: sshd fails at run-time

[Jacob Schroeder]

Here's what I get:

bash-2.02# sshd -ddd -p 1234
debug3: Seeding PRNG from /usr/local/libexec/ssh-rand-helper
debug1: sshd version OpenSSH_3.5p1
debug1: private host key: #0 type 0 RSA1
debug3: Not a RSA1 key file /etc/ssh/ssh_host_rsa_key.
debug1: read PEM private key done: type RSA
debug1: private host key: #1 type 1 RSA
debug3: Not a RSA1 key file /etc/ssh/ssh_host_dsa_key.
debug1: read PEM private key done: type DSA
debug1: private host key: #2 type 2 DSA
debug1: Bind to port 1234 on 0.0.0.0.
Server listening on 0.0.0.0 port 1234.
Generating 768 bit RSA key.
RSA key generation complete.
debug1: Server will not fork when running in debugging mode.
Connection from 172.20.1.13 port 1181
debug1: Client protocol version 2.0; client software version OpenSSH_3.5p1
debug1: match: OpenSSH_3.5p1 pat OpenSSH*
debug1: Enabling compatibility mode for protocol 2.0
debug1: Local version string SSH-1.99-OpenSSH_3.5p1
mkstemp("/var/run/sshd.mm.XXXXXXXX"): File or directory doesn't exist
debug1: Calling cleanup 0x1a78c(0x0)
bash-2.02# 

I have a few questions, first off, what is it that causes the following line
and is it serious?
debug3: Not a RSA1 key file /etc/ssh/ssh_host_rsa_key.

also, what is this one about (where it ultimately fails):
mkstemp("/var/run/sshd.mm.XXXXXXXX"): File or directory doesn't exist
I know that I don't have a /var/run directory on LynxOS, so what can I do to
fix this?

Just so you know, I am using OpenSSH-3.5p1, with OpenSSL-0.9.6h.  My OS is
LynxOS 3.1.0a.  Thanks in advance, I have already learned a lot about SSH
from just lurking on the archives of this list for some time.  

Jacob