Pure powder? No cuts or filler or anything? If this is the case and your "friend" somehow attained pharmaceutical grade oxymorphone powder, you shouldn't need any heat to get it to dissolve. But the main concern with adding heat is dissolving other things into solution which wouldn't be an issue here.
However, as stated above, you need to figure out a way to measure and dose this with damn near perfect accuracy. You can't be eyeballing the doses oxymorphone is active in. Even a milligram scale is going to have a percentage of error that is way too big to fuck with.
Depending on what kind of scale you have available to you, your best bet might be to make a solution so that you can dose with more accuracy. Like if you have a milligram scale it will have an error of at least +/- 1 milligram, likely more. What you can do is measure out like 50mg, then add it to like 50cc of bacteriostatic water. Then you have a solution that contains 1mg/1cc and can dose accordingly. You can of course make it whatever potency suits your tolerance.
Always err on the side of caution and take into account the +/- accuracy of your scale and assume there's more than there is so you underdose if anything.
Now if oxymorphone can't be stored in solution, like it degrades or converts or something, this won't work. I don't think it does but I can't say that with 100% certainty so maybe someone else will chime in.
edit: this page
http://www.bluelight.ru/vb/threads/...a-Thread-and-FAQ?highlight=micron+mega+thread gives a tutorial on how to make a solution to store for several uses. Note that bacteriostatic water is needed to ensure preservation of the solution but it needs to be diluted prior to injection.