You have to download the server itself. When you run the OUI, it will give you an option to just install the Client libraries. If you have compilation problems after installing just the client, then your client download is missing a few files (mine was) from a directory $ORACLE_HOME/rdbms/demo. You can either install the whole server to get these files, copy them from the computer with Oracle server installed or find them on the Oracle cd.
There are some other requirements when doing the install...
make sure all your environment vars are set properly (ORACLE_HOME, ORACLE_SID, LD_LIBRARY_PATH, etc).
make sure these vars are set up at startup BEFORE you start the webserver or else it will just crash.
Good Luck,
Jack