don't get any live fish. here's the problem: "feeder fish" are almost always maintained at your LFS in very overcrowded tanks with poor water quality. they're not fed a nutritious diet, almost always harbour numerous pathogens and parasites and are thus in very poor condition.
if you feed these to your healthy fish at home, your fish will contract one or more of these pathogens and parasites. moreover, since these feeders are not fed very well, they contain very little nutritional value for your fish.
the best food for your oscar is a varied diet consisting of various quality pellets manufactured by such as Hikari, OSI and others. freeze dried krill, earthworms obtained from you garden (never from an area treated with pesticides or fertilizers), crickets, grubs and other "live" foods that you find yourself are also good.
sounds like this fish has had a rough time .. of course it's not eating. it may be too far gone already. what size tank have you put it in and is it cycled? get those shrimp out of there .. if he hasn't eaten them yet, they'll only rot and pollute the water.
