We demonstrate the creation of vortices in a macroscopically occupied polariton state formed in a semiconductor microcavity. A weak external laser beam carrying orbital angular momentum (OAM) is used to imprint a vortex on the condensate arising from the polariton optical parametric oscillator (OPO). The vortex core radius is found to decrease with increasing pump power, and is determined by polariton-polariton interactions. As a result of OAM conservation in the parametric scattering process, the excitation consists of a vortex in the signal and a corresponding anti-vortex in the idler of the OPO. The experimental results are in good agreement with a theoretical model of a vortex in the polariton OPO.