Uhh, Oracle can execute something on its server, not on external servers.
If it's located on a Unix and you want to execute something on a NT server you'll need some sort of communication, between Oracle-NT or between Unix-NT.
If you want to execute something on its server, you need a dinamically linked library (you have them on Solaris or HP-UX machines, at least, err... and NT machines of course). Now I can't explain you all the syntax, but if you search on Oracle web help, you can search for "extproc" and will find it.
If you still have some doubts, don't hesitate to ask me more.
Hope this helps.