Oracle Messaging Gateway, MQSeries problem

Does anybody try to set up Messaging Gateway on Oracle 9.2?
My actions:
@\oracle\ora92\mgw\admin\catmgw.sql
@\oracle\ora92\mgw\samples\aq2mq\*
Result:

\oracle\ora92\mgw\log\oramgw-...-768.log

Bad native queue DESTQ@MQLINK
oracle.mgw.common.GatewayException: [800] MQSeries queue manager, QM_nick, creation failed
at oracle.mgw.common.MgwUtil.GatewayException(MgwUtil.java:424)
...
[Linked-exception]
com.ibm.mq.MQException: MQJE001: Completion Code 2, Reason 2195
at com.ibm.mq.MQManagedConnectionJ11.MQManagedConnectionJ11.java:172)
at com.ibm.mq.MQClientManagedConnectionFactoryJ11._createManagedConnection(MQClientManagedConnectionFac toryJ11.java:270)
at com.ibm.mq.MQClientManagedConnectionFactoryJ11.createManagedConnection(MQClientManagedConnectionFact oryJ11.java:290)
at com.ibm.mq.StoredManagedConnection.(StoredManagedConnection.java:80)
at com.ibm.mq.MQSimpleConnectionManager.allocateConnection(MQSimpleConnectionManager.java:150)
at com.ibm.mq.MQQueueManager.obtainBaseMQQueueManager MQQueueManager.java:682)
at com.ibm.mq.MQQueueManager.constructMQQueueManager.java:620)
at com.ibm.mq.MQQueueManager.(MQQueueManager.java:437)
at oracle.mgw.drivers.mq.MQOPHandle.(MQOPHandle.java:56)
at oracle.mgw.drivers.mq.MQLink.checkAdminConnMQLink.java:312)
at oracle.mgw.drivers.mq.MQLink.registerDestinationMQLink.java:372)
at oracle.mgw.engine.DestMgr.getForeignDest(DestMgr.java:49)
at oracle.mgw.engine.JobData.init(JobData.java:163)
at oracle.mgw.engine.Worker.recoverJob(Worker.java:708)
at oracle.mgw.engine.Worker.myRun(Worker.java:89)
at oracle.mgw.engine.ManagedThr.run(ManagedThr.java:58)
...

(Win2000, WebSphere 5.3)
What is may me wrong?