First of all Wes I would like to thank you for one of the funniest TW posts ever. You had me laughing this morning.
Now let's see if we can get you sorted out.
1) If you are only gathering data from Oracle then you do not need to use the cross-connection query builder. Just try using the 'standard' query builder. The cross-connection feature is used when you are trying to gather data from Oracle and another source, say a spreadsheet, or DB2, or Mongodb, etc.
2) If you are gathering data from multiple sources then the cross-connection query builder is the way to go. For your Oracle connection the first step is to make sure you can connect to Oracle via the client and the proper Oracle Home:
Once you can connect to Oracle you can then right-click on that connect link in the Navigation Manager and set the ODBC connector to point to the same Oracle Home:
SAVE this update.
Now you should be able to connect using the cross-connection Query Builder:
Your Object Explorer should now show any data sources you have connected to. In the example below I have an Oracle connection and an Excel connection:
From here you can expand the connections and see the objects available to you and then drag them into the cross-connection query builder and start creating your queries.
Let me know if this helps or if you have more questions.
-Mark