Basically, you have to open the steam wand when you turn the machine on so that the boiler can equalize pressure, and be accurate in its pressure readings while heating up. If you don't do this, the boiler will have a false pressure reading, and will not be hot enough to produce steam or brew espresso at the right temperatures.
Source: http://coffeegeek.com/proreviews/firstlook/oscar
The Oscar is an HX so the temperature must be controlled with flushing before making espresso. The point is to flush water to avoid using superheated water for brewing.
Read all about it HX cooling flush or How I Stopped Worrying and Learned to Love HXs, but it is really not that complicated:
[...] remove the portafilter, bend down and have a look (don't worry, once you get used to it, you won't have to bend down and look each time). Start the pump and watch the water bubbling and steaming at the shower screen, after a short while this water will stop bubbling the "water dance" and steady up (you will also hear the difference). Thats it, your now ready to pull your shot. [...] If your shots are sour, try waiting a little [more].
Source:HX cooling flush
Preinfusion makes it easier to make great espresso because it fixes defects in the basket packing. The following is a trick to make the Oscar do preinfusion:
I also found out how to do a little pre-infusion "trick" on the Oscar. Once the brew temp is right and you've got a ready-to-brew portafilter on the machine, press the brew button slightly and hold it. Doing this opens the solenoid that allows brew water into the group, but the pump doesn't turn on (yet). Once you're preinfused for the amount of time that you'd like, press the brew button the rest of the way in and let Oscar do his stuff. I haven't been able to do a ton of experimenting on this, so I can't really say how beneficial it is to do this trick (I don't think that it should be damaging to the machine, by the way) in terms of how it affects espresso quality.
Source: HB