Brian,
Which application and version are you using? If it's Confluence 3.5+, JIRA 4.3, or Fisheye 2.4, OAuth was merged into the Application Links plugin). When using the setup wizard, selecting different user bases for each app will setup OAuth. If you have any issues with the initial config, you can go back to the Trusted Applications link in the appropriate admin console and Edit the existing link and setup OAuth explicitly.
Here's the doc on the new feature:
http://confluence.atlassian.com/display/APPLINKS/Application+Links+Documentation
If you're using an older version of those apps, you should have an OAuth link in the application's Admin console.
Cheers,
AdamL
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