What do I need to get ODBC to work?

A working Oracle ODBC stack looks like this:

+--------------------+  Visual Basic, Excel, Access,
|  ODBC Application  |  Oracle Power Objects, etc.
+--------------------+
          |
+--------------------+
|   Driver Manager   |  This is ODBC.DLL
+--------------------+
          |
+--------------------+  This is the Oracle ODBC Driver
|    ODBC Driver     |  (SQORA7x.DLL or SQO32_7x.DLL) or
+--------------------+  driver for a different data source/ vendor
          |
+--------------------+  Oracle's SQL*Net (only for remote database)
| Database Transport |  or other database transport
+--------------------+
          |
+--------------------+  TCP/IP or
|  Network Transport |  other protocol driver
+--------------------+  (optional - only for remote connections)
          |
+--------------------+  Your Oracle database or
|    Data Source     |  other data source you connect to
+--------------------+