Call Oracle support to find out what error code 40 tells you.(There is little or no connection between 8.1.7 and Express 6.3, BTW.)
Oracle hate MS so provide no tools to link Express into MS. There is a low-level API called Snapi, and a number of companies have wrapped this up in an ActiveX control - ACG, with their AOS suite, and AlphaCentauri, with ACOLAP, come to mind. We built our own as an aid to consultancy and it works well for that purpose.
Note that with the upcoming (sometime) 9i the Express engine will migrate inside the relational server, and both Snapi and the (much older) API called XCA will go. There will be a new Java API which should equate more or less to JOLAP and Oracle expect frontends to be written in Java using their BI Beans components.