Pro Tools 9.0.5* includes fixes for Oxygen DirectLink that improve performance when Oxygen (blue) 3rd gen is used with another control surface (e.g. Command|8, ProjectMix I/O).  When configuring the control surfaces in Pro Tools Peripherals > MIDI Controllers Window, it is recommended to add the other controller first, and the Oxygen below it.  

• Oxygen (blue) DirectLink Configuration and Operation for Pro Tools

Please visit http://www.avid.com/compatibility for information on Pro Tools updates and compatibility information.

* Note: These fixes are bulit into Pro Tools 9.0.5.  An updated DirectLink control surface personality for Pro Tools 8.0.5 is available that includes these fixes, see this article for more information and download links.