Good question, I always forget if you don't do this, it is all very strange!
Unlike domestic airspace, when you receive your ATC clearence on the ground (we are talking IFR) you are NOT cleared into Oceanic airspace. You are cleared to your coast out point generally the FIR (Flight Identification Region) prior to reaching the boundry you must get your oceanic clearence, this could be a route, GPS fixes or Lat/Long coordinates. This freq. can be the center freq. or it could be a VHF ARINC freq or it could be a discrete VHF freq for oceanic clearences only. It is at this time, normaly, you will be assigned a HF freq for the crossing.
Depending on where in the world you are these procedures are subject to variation. For example, when coming westbound from Europe if you will coast out into Shanwicks airspace there is a published VHF freq. I have it written down in the aircraft. It is based on whether the aircraft is registered west of 30 degrees longitude or east of that line.
True story, I can't make this stuff up.