I parked my butt on a fitball for pretty much all of my labours up until I had an epidural and it was fantastic.
Something about the way you sit on them opens up your pelvis and it really helps the baby to come down as well as relieving the pressure on your hips...it was great for me.
Basically I just sat on it beside the bed and rested my arms and upper body on the bed....rocked around, bounced a bit......fitballs are great.

I never used oil - they had burners at my hospital but I didn't think to take any.