+1  A: 

You need the oracle client driver installed for those classes to work.

There might be 3rd party connection frameworks out there that can handle Oracle, perhaps someone else might know of some specific ones.

Lasse V. Karlsen
Note that you can also get this error on a 64 bit machine if you have only installed the 32 bit oracle client.
Klas Mellbourn
+1  A: 

Both Oracle Data Provider for .NET (from Oracle) and .NET Framework Data Provider for Oracle (from Microsoft) require Oracle Client installed on machine.

Aleris
A: 

You need an Oracle Client: http://www.oracle.com/technology/oramag/oracle/08-nov/o68odpnet.html

tuinstoel