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You haven't said how you are trying to do the migration but I would guess you are trying to do it online.
If you have anything but a very small SQL*Server database then the best option is to do the migration offline, at least of the actual tables and data.
I suggest the following -
1. Start here - Oracle Database Migration Technology
2. Then click on 'Microsoft SQL Server to Oracle' and go here -
3. Have a look at the demonstrations -
Offline Migration (No SQL Server connection required)
Offline Data Move (No SQL Server connection required)
4. Review the tutorial -
Migrating a Microsoft SQL Server Database to Oracle Database 11g
By making an offline migration you have more control over what is happening and it is easier to see and resolve any errors you may get.
The migration report is generally created under the "Documents and Settings" folder under application data/sqldeveloper. Key thing is at what stage the failure occurs?. Does it happen immediately after you start the data migration or after a while?.
If the data migration process fails immediately after the start then there might be an issue with permissions on the source/target databases. Probably it is having trouble with disabling constraints on the target database. Because rememeber SQL Developer will disable constraints before it moves data across. My preference is to give DBA privilege to the Oracle user to avoid just cases or you can disable the constraints yourself by using scripts. Check the source/target database date/time format masks. You can set them up in SQL Developer.
If the data migration process fails after a while and you notice that data for some tables is migrated then you may be running into network timeouts or space issues on Oracle etc.