Note: The screenshots are taken from WebSphere 4.0.2 which
are slightly different from WebSphere 4.0.
From the WebSphere Advanced Administrative Console:
1. Create JDBC Providers
Expand the WebSphere Administrative Domain, then expand Resources,
right click on JDBC Providers and select New...
Enter the required parameters Name and Implementation class in the JDBC
Provider Properties sheet. The Implementation class is
oracle.jdbc.pool.OracleConnectionPoolDataSource
for one phase commit protocol and
oracle.jdbc.xa.client.OracleXADataSource
for two phase commit protocol. Click on the ... button to select the
class.

From the JDBC Provider Properties sheet, click on the Nodes tab, then
click on the Install New...button and select the node on which you want to
install the driver, then click on the Specify Driver...button.

From the Specify the Driver Files window, click on the Add Driver
button

In the Open window, browse to the Oracle OCI JDBC Driver jar file
classes12.zip and click Open

On the Specify the Driver Files window, click Set button. On the
Install window, click the Install button. On the JDBC Provider Properties
window, click the OK
Create the Data Source
Expand the WebSphere Administrative Domain, then expand Resources,
expland the JDBC Providers, and expand on the JDBC Provider that you had
created in step 1, says, OracleOCI.
Right click on Data Sources and select New...
In the Data Sources Properties window, enter all the required
parameters (at least) and the In the Custom Properties, enter the URL,
user and password. The URL has the following format:
jdbc:oracle:oci8:@<connect_alias>
where <connect_alias> is an entry from tnsnames.ora

Click Test Connection button to test the connection (This option is
only introduced in WAS 4.0.2).
Click the OK button
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