HS and OLE DB

Has anyone successfully created a database link using Oracle hsolesql.exe and an OLE DB provider. I have been experimenting, unsuccessfully, using Oracle 8.1.6 and the Microsoft.Jet.OLEDB.4.0 provider. I would appreciate any advice, suggestions tips or traps anyone would share.
Thank you.

I'm installed ODAC101040.exe found here:
http://www.oracle.com/technology/software/tech/windows/ole_db/htdocs/utilsoft.htm
Which includes both.

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