I am able to create and execute a DTS package that copies tables from a remote Oracle database to a local SQL server, but want to setup the connection to the Oracle database
I had the same problem. I was on the phone with Microsoft for hours, and they did not have a solution. None of those "connection timeout" settings helped me.
To resolve it, I created a DTS job that runs a proc which only updates the time on one row, in one column, every two minutes. Then I setup a replication between SQL Server and Oracle, scheduled to replicate that single cell change, from SQL to Oracle, every 3 minutes. It keeps the connection alive!