Linked Server Creation Error
What providers are available on your SQL Server?In SSMS --> Server Objects --> Linked Servers --> Providers

Do you see an Oracle provider? If not install the provider which I believe you can find here:
http://www.oracle.com/technetwork/database/windows/downloads/index-090165.html

If that doesn't work you can try this:
Create an ODBC connection on the server, and then create a linked Server with Microsoft OLE DB for ODBC drivers. Kind of a dirty way to do it, but it should work if you don't have the ability to install the oracle provider.