You also need to contact his doctor and the local oxygen company about it. For someone on oxygen, the airline will need a certificate from the doctor that says it is safe for the person to even be traveling.
I'd probably start with the company you are currently getting oxygen from. Even though this is new to you, they have probably arranged it before. The airlines have to provide the oxygen themselves for safety reasons, but they will need some information from the oxygen company and his doctor (regarding settings to use, type of equipment he uses). And, as was already posted, you will need his current company to arrange oxygen when you get there anyway. The oxygen company you normally use will be able to coordinate getting all the orders/paperwork taken care of.
Hopefully, you already found this, but here is a link to the Delta Special Needs page:
http://www.delta.com/care/faq/travel_faq/special_concerns/index.jsp#oxygen
(if the link doesn't work, go to
www.delta.com
On the bottom of the left hand column, there is a link labeled "Site map and Search". Click on that and search for Oxygen.)
It does say that oxygen is not available on Delta Connection and Song flights. It also says they need 48 hours notice to provide oxygen.
Good luck and let us know how it went.