Right- you have to mash the oats. It's easy, though.
Here's a recipe that I've done as an AG (this is converted to partial-mash for you):
Jamil's oatmeal stout:
OG 1.055
FG 1.016
IBU 36
Preboil volume 7 gallons
(Jamil's recipe assumes a full boil. If you're doing a partial boil, you'll need to adjust the hopping rate slightly. Add approximately 20% more hops to get the correct IBUs. If you're boiling 3 gallons, use about 2.5 ounces of EKG, or use some software to calculate the IBUs. I assumed a three gallon boil when I calculated it for you. If you're doing a full boil, 1.75 ounces is about right.)
5.5 pounds Pale Liquid Extract (British, if you can find it)
2 pounds maris otter malt (or other basemalt)
1 lbs Oats, Flaked
12.0 oz Chocolate Malt
12.0 oz Victory Malt
8.0 oz Caramel/Crystal Malt
8.0 oz Roasted Barley
Put grains in a grain bag and add to 1.75 gallons 165 degree water, to maintain a temperature of 153-156 degrees. Stir well, to thoroughly wet all grains. Leave for 1 hour, maintaining the temperature. Lift out the grain bag, and pour 2 gallons of 170 degree water over. Bring up to boil volume, and add extract. Bring to a boil, and add LME. Bring to a boil again, and add hops.
2.50 oz Goldings, East Kent [6.20 %] (60 min) Hops 27.3 IBU
1 Pkgs SafAle English Ale (or Wyeast 1968, or WLP002)