Essbase OCI (Windows v. Linux)

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I am working with Essbase installed on a Linux box. I am trying to use SQL and OCI to direct load into my cube. It fails and says that it cannot find libociei.so. Someone suggested that I download and install the Oracle Instant Client on my machine. The catch is that my client machine is windows and Essbase wants a Linux DLL. Why would (and how could) my windows client machine play any role in this? It seems like the Oracle Instant Client needs to be installed on the server where Essbase is. The DLL is a compile on Linux, not Windows! Any thoughts would be appreciated.

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