You can download Oracle software from the Oracle Technical Network web site: http://technet.oracle.com. SQL*Loader is considered a server utility, and I don’t believe it will be installed by default with any client tools. Given the potential for large data volumes being loaded with SQL*Loader, you would be better suited running it on the server where the database is located to improve performance. The sqlldr executable should be found in $ORACLE_HOME/bin on your server.
If you must have it on your desktop client, check your 9i client and developer suite CD’s - if there is a custom install option and the SQL*Loader utility is available, you should be able to install it via. a custom installation. You could also download the database server software and install it into a separate ORACLE_HOME on your desktop, but that would be a lot of software to install just for the utility.
Again, I think your best bet is to run SQL*Loader from the database server, not your desktop client.