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The reference I used to learn how to do this was the SQL Loader FAQ. You should check it out. The FAQ goes over a lot of common scenarios, and how you use SQL Loader to accomplish your work. Good stuff I tell you.
So far I only tried SQL loading files with 10 to 15 records. The next step is to try to load 10k to 15k records and beyong. I got a good feeling about it. They say that SQL Loader is optimized to handle the big jobs. I should have already known this. The team on my project that loads huge files from the mainframe primarily uses SQL Loader to do the job.