Did you try setting the CDROM on the virtaul box as the first boot sequence. Please check:
What exactly did you download? There is no Oracle Linux at the link you provided.
Did you verify the checksum of your downloaded iso file. Did you burn the ISO to DVD, and if yes, do you know that burning an ISO disk image is different than burning a normal DVD? What virtualization are you using? Oracle VM for x86 or Oracle VM Virtualbox?