Here's a good topic where the author addresses the purpose and use of a pre-shave oil.
http://badgerandblade.com/vb/showthread.php/121528-How-pre-shave-oils-work?highlight=supple+oil
http://badgerandblade.com/vb/showthread.php/121528-How-pre-shave-oils-work?highlight=supple+oil