Thanks all for your valuable information.
I am sharing my findings while working with Enterprise library 3.1...
It is ok with SQL Server and ORACLE with their provider buit it in .net framwork.
I have tested with Sybase having connection through OLEDB. and it works fine as it
consumes OLEDB provider for Sybase.
Same is applicable for DB2 too..
So I can suggest use native client for ORACLE and SQL Server.
Use OLEDB for Sybase and DB2.