Use a paper of a greater thickness and grain; a fine- to medium-grained paper can be found at any art supply store. Anything thinner, such as printer paper, will not be as compatible with oil pastels, as the colors will not adhere to the paper.
Plan out your sketch. Lightly sketch out with pencil or charcoal what you will be drawing. Planning ahead and knowing which colors to use will lessen the likelihood of spreading and smudging your work, if you are careful.
Use cotton swabs to smooth and blend small, delicate areas. Paper towels are also helpful to sop up unruly marks on your work. Also, use a paper towel to wipe off the tip of the pastel itself, as other colors may contaminate the stick if you are using multiple colors.
Use acetone or paint thinner if the colors have spread in spite of your other measures, but only as a last resort. Use acetone and paint thinner with great caution, so you do not ruin your work. Use gloves as a safety precaution.