This is not possible in the current version, but the next version (5.0) will fully support other data sources (including Oracle). You will not need to adjust your web.config file and the module will be equally as simple as the SQL Server interface in the current version. Watch my blog or this forum for updates, version 5.0 is getting close to completion.

Andrew Nurse
DotNetNuke Core Team Member and Reports Module Project Lead
Microsoft Certified Professional Developer

EDIT: Sorry, I originally posted a response to a different question here :S

You should be able to use an IFRAME for this purpose. The next version of the Reports module is a little more than a week off, but it's not going to be long. You could also investigate Oracle/SQL Server interoperability techniques. I believe SQL Server can access any OLEDB Data Source using the OPENROWSET command. You could use this command in your Reports module query and it might do what you need.

Keep an eye on my blog though, because I'll post there when 5.0 is ready.

UPDATE: Here's the MSDN Documentation on OPENROWSET: http://msdn2.microsoft.com/en-us/library/aa276850(SQL.80).aspx

Andrew Nurse
DotNetNuke Core Team Member and Reports Module Project Lead
Microsoft Certified Professional Developer