Cannot connect to Oracle 11gR2 database from SQL Server 2005

Both SQL Server (Windows) and Oracle (Linux) are in 64bit environments.
I have done the following on a Windows 2008 R2 with SQL Server 2005:
Install InstantClient from Oracle Database 11g Release 2 Client (11.2.0.1.0) for Microsoft Windows (x64) to C:\Oracle
Install oledb from 64-bit ODAC 11.2 Release 3 (11.2.0.2.1) for Windows x64 by executing install.bat oledb c:\oracle odac
Note: Not sure whether 11.2.0.2.1 version of ODAC will cause any problem since I cannot find 11.2.0.1.0 version.
I have checked the Allow inprocess of OraOLEDB.Oracle provider in SSMS.
I have executed sp_addlinkedserver @server = 'ORACLE_TEST', @srvproduct = 'Oracle', @provider = 'OraOLEDB.Oracle', @datasrc = '##.##.##.##:1521/TEST'
The ##.##.##.## is the ip address of the Linux server which has the Oracle 11gR2 database TEST.
I have executed sp_addlinkedsrvlogin @rmtsrvname = 'ORACLE_TEST', @useself = 'FALSE', @rmtuser = 'xxxx', @rmtpassword = 'yyyy'
The xxxx is the oracle username and yyyy is the password for the oracle user xxxx.
I know the oracle database TEST is up since I have setup connection in Oracle SQL Developer having:
##.##.##.## as the hostname
1521 as the Port
xxxx as the username
yyyy as the password
TEST as the service name
When I click Test Connection for the linked server ORACLE_TEST in SSMS, it just hang.
When I issue a query like select count(*) from oracle_test..xxxx.table1, it just run forever. I'm not so sure how to query an oracle table. I have also tried select count(*) from oracle_test.xxxx.xxxx.table1.
When I retype the password in the Linked Server Properties, it just run forever.
Do I need to create a tnsnames.ora on the Windows machine?
Do I need to change the tnsnames.ora on Linux machine?
I'm very new to Oracle.

This forum is dealing with connections from an Oracle database to SQL Server - so the Oracle database is the driving site and this is the way round from your linked server set up.
As you're suing the instant client you might post your issue in the instant client forum:
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