Unbelievable that anyone wants to visit Norway in the middle of winter, but kudos to you :-).
If you feel like screaming, this may the place for you:http://The Munch Museum
Visit the opera house – that's a nice one.
The Royal Palace and the Parliament building are pretty close to each other, so please feel free to do a re-enactment of the gun powder plot if you're feeling cheeky :-).
… and sample a view of the city here: Holmenkollen ski jump
I believe A-ha is playing The Spectrum this weekend, if you're so inclined (may not be so palatable if you're an Accept fan :-)).
Enjoy your time there!