Yeah, as the other posters have said, they're different things.
OpenID allows users to log into _YOUR_ site with a single login that they can use for other sites that support it. An alternative is your regular user/pass login (which you'll have to implement anyway for users without openid).
OAuth allows you to get data from your users accounts on other websites (twitter, yahoo, gmail etc) in a secure, supported way. An insecure and brittle alternative would be to ask your user to give you their login details for a different site on your site and then screen scrape their account.