Wikipedia says:
Selection algorithms: Finding the min, max, both the min and max, median, or even the k-th largest element can be done i
perhaps it wasnt around when the original question was asked, but now wiki has a link to the source, and here it is: http://ftp.cs.purdue.edu/research/technical_reports/1991/TR%2091-027.pdf
specifically, go to page 17, and look at the description of RSEL4. They prove in theorem 3.2 that the time complexity of this k-th selection algorithm is O(k). so it would take you O(n) to build the heap, and an extra O(k) to find k-th smallest item.
its not really as straight forward as some of the other answers have suggested