I found:
The DSN tested successfully but after using the stored procedures outlined in the article to create the linked server the 'open query' returned the following message:
OLE DB provider "MSDASQL" for linked server "XXX" returned message "Specified driver could not be loaded due to system error 1114 (Oracle in instantclient11_1).".
Does something need to done differently on MSSQL 2008? I was successful with MSSQL 2000.
I tried using the GUI to create the LS but received the error where it could not get the error message.
I am using instant client 11_1 on Windows server 2003.