Since you're planning on using the Oracle tables as feeding in for DDT, I would suggest, instead of using the ADO objects, take a look at using the DDT.ADODriver (see
http://smartbear.com/support/viewarticle/13411/).
Of course, using that, you'd still need to make sure you have the proper connection string defined. I'm guessing that your problem is somewhere in your connection string. Unfortunately, I'm not familiar enough with Oracle (actually, not really familiar at all) to give any informed answer as to what your problem is.
Edit: A quick google search found this:
http://itknowledgeexchange.techtarget.com/itanswers/how-to-connect-vb60-to-oracle11g/It kind of looks like, once you have the Oracle client stuff installed, you should be able to use a connection string like
"Driver={Microsoft ODBC for Oracle};Server=bluff:1521/DEVC11G; Uid=your_username;Pwd=your_password;"