I've heard people say you don't have to sanitize the vanilla beans, but I would. However, you don't need to use a pressure cooker. Split the beans lengthwise, scoop all the stuff out, and throw the whole lot of it into a small ball with some vodka (or your rum, if you prefer). Give it about 12-24 hours, and dump that in with your oak chips.
Brody's Brew House
Primary: Scottish Strong Ale
Seconary: Don't use one, generally
Kegged: Sweet Potato Saison
In the fridge: Czechvar, New Belgium sampler
Planned: Either a Porter or an AIPA. Possibly a RIS.
"For a quart of ale is a dish for a king." - Shakespeare