Thanks for all the suggestions.  It turns out that the SQL Server box had the regional setting for short date set as "m/d/yy".  It's not a sql specific setting, but a global setting for the server.  I was already using the TO_DATE function (learned pretty quickly to do this anytime passing a date to Oracle), so the following was being passed:

delete from MyTable where Date >= TO_DATE('2/1/04','mm/dd/yyyy').

I guess Oracle translated the date to '2/1/1904' or '2/1/0400' or who knows!?!?  Anyway, thanks again everyone for jumping at the opportunity to assist a fellow SQL developer!

Donny