All requests will need to have the oauth_consumerkey, oauth_token, oauth_version, oauth_nonce, oauth_timestamp, oauth_signature_method, and oauth_signature added either to the querystring (for HTTP GET), form fields (for HTTP POST), or to an authorization header.
Unless you are coding to learn, you should consider implementing a pre-made library for the API. Twitterizer, for the twitter api, for example.
If you're interested, I released a small package to assist developers when creating OAuth. It will handle request signing behind the scenes. It's available on the Twitterizer Downloads page as "Standalone OAuth library".