Robert: see steps 2 and 3 here: http://docs.shopify.com/api/tutorials/oauth
Step 2 gets you the permanent token and then you can use that in a header in async requests (supposedly: I've never done this myself!). This assumes you're making the requests manually.
If you're using the shopify Ruby gem then I think you want the end of step 4 and step 5 here: https://github.com/shopify/shopify_api You get the permanent token in step 4 and use that when activating the session in the gem.