Funnily enough, with the 11gR2 release this week (2009-09-03), SQL*Plus now has an option to COMMIT or ROLLBACK on EXIT. Doc here
I'd guess in the next few weeks/months, there'll be an 11gR2 Instant Client which you can use against your current database and get your desired behaviour
A caution to be aware of. If you DISCONNECT or CONNECT to a different session, it will still implicitly commit the transaction (according to the doc).
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