Have to install Oracle Server.
I guess you use Oracle Lite 8i.
I was tring to do that also, but is not the seem stuff with Oracle Server.
With Oracle Lite you connect a ODBC database, so check in your documentation, instead connect scott/tiger@mydatabase
you will have scott/tiger@ODBC:SOMETING I do not remember exacly. But is not a good ideea, if you prepare
becoming a DBA, forget Oracle Lite, because if you take a look into %oraclehome%bin directory you will see there are missing files like SVRMGRL.EXE, ORADIM.EXE, RMAN, and other, so you can not practice any DBA stuff.
Dmarian