"First of all, you have to apply the patchset 10.2.0.4 as the patch 596576 does not exist on Windows.
To work with gateways 11g and to be compliant with a database 10g , your must be in 10.2.0.4 on Windows.
Furthermore , when you create your database link you may have to use double quotes for the user/password:
CREATE DBLINK CONNECT TO "sa" IDENTIFIED BY "password" USING 'alias_TNSNAMES';
"
" create public database link dblink1 connect to "sa" identified by "change_on_install" using '(DESCRIPTION = (ADDRESS_LIST = (ADDRESS = (PROTOCOL = tcp)(HOST = host1.example.com)(PORT = 1521))) (CONNECT_DATA = (SID = dg4msql))(HS = OK))';"