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I like compare databases to cars. Imagine you have three different cars by three different vendors. Now what if you'd say - give me a [url http://www.autopartswarehouse.com/headlights~pop.html]headlights which will be suited for all cars. Most of the sellers would look at you like a bit crazy, You can probably mount them on all cars however hardly it would look good and work well and hardly you'd get licence to drive such a car.
The same is true for databases. Either your SQL developed for a particular DBMS won't work at all or won't work well, so you cannot simply just take SQL statements (even more if you have procedural objects) from one DBMS and plug in them in another.
Every database vendor is using its own SQL that is derived from ANSI SQL 92 standards. So the same SQL many not work on different vendor databases.
Communication between two or more different database is possible through Oracle Gateways. You can download oracle gateway from OTN site and explore the features of it.