VB OracleTransaction Not Rolling Back

I'm calling a third party stored procedure in Oracle from VB that is not rolling back.

Code first (I'm simplifying):

Connection string:
String sqlstr = "SERVER=x.x.x.x;Database=db;uid=sa;pwd=admin;Connect Timeout=60; Min Pool Size=5; Max Pool Size=100;";

The call (I've just forced a rollback immediately after the execute to test it):

Dim Oraclecon As New OracleConnection(_OracleConnection)
Dim sqlCon As New SqlConnection(_SQLConnection)
Dim oTrans As OracleTransaction = Nothing

[Code.....

I can't give the details of the stored procedure but it does a commit and rollback inside it.

Either way, it is doing an insert, and that immediate rollback does not rollback the insert.