0. Make sure that your environment is set correctly.
1. Are you on a unix system?
2. What is your DB version?
3. Are you trying to connect to the database through

Code:
     connect / as sysdba
4. In 9i the error could be because that the previous process was terminated abnormally and you have to kill that shadow process in-order to connect

Code:
      $ ps -ef|grep ora9i 
      $ kill pid

Hopefully one of these would provide you the answer.

Sam