I found this tool very useful, it lets you convert the query without a database connection, plus it provide many more features.
Check out
http://www.swissql.com/products/sql-translator/sql-converter.html
SQL Server also provides migration assistant (SSMA) which supports Oracle, MySql, MsAccess. and Sybase
download it from http://blogs.msdn.com/b/ssma/archive/2012/01/31/microsoft-sql-server-migration-assistant-ssma-5-2-is-now-available.aspx
For step by step instructions on migrating from Oracle to Sql Server checkout
http://blogs.msdn.com/b/ssma/archive/2010/08/27/migrating-oracle-s-sample-hr-schema.aspx
Cheers
Samitha