I've been looking into OAuth recently and really like what I see, so I started looking at actually starting to play with something that uses it (and isn't twitter). In the pursuit of this, I spent some time walking through the process of how to actually authenticate using OAuth, as a client.
She briefly touches on the consumer key and secret and how those are passed along with the OAuth object creation to grab a request token, complete with details on setting a callback. She also mentions how to grab an access token - a piece of information you include in your API calls to let the remote service know who you are. All of her examples are using Yahoo! OAuth services.