You should be using the internal apex.oraclecorp.com, and not the customer demonstration instance at apex.oracle.com. Using apex.oraclecorp.com, you can easily employ SSO using the instructions in the last comment from me in the blog post at http://joelkallman.blogspot.com/2009/04/oracle-single-sign-on-and-apexoraclecom.html.
I hope this helps.
I followed your steps, but I still hit error:
Error processing SSO authentication.
ORA-06550: line 1, column 7: PLS-00201: identifier 'WWV_FLOW_CUSTOM_AUTH_SSO.PORTAL_SSO_REDIRECT' must be declared ORA-06550: line 1, column 7: PL/SQL: Statement ignored
I am using Apex4.2
Thanks for your help.