While setting up our production environment we ended up wasting a day as we couldn't create a linked server using IBM OLE DB provider for DB2 as it wasn't showing up in the options. We apparently were trying to install the 32 bit client of the server while we needed the x64 version. After figuring that out we began a hunt to download the required file which in reality was quite painful as it wasn't clearly mentioned anywhere.
In order to save others the trouble, the driver comes along with the installation of the "DB2 Administration Client " as part of the 8.2 versions and as "IBM Data Server Client " in the 9.5 versions. The links in the document are valid for Windows Server 2008 utilizing x64 architecture. If your on 32 bit , you can navigate to the right download from the given pages itself.
The page for the current version of DB2 v9.5 is as follows, make sure you download the "IBM Data Server Client" file. It is part of the fix pack 3b which is latest at the time of this article
The direct file
In case you are using / want the DB2 v8.2 client, make sure you download the "DB2 Administration Client" file. It is part of the fix pack 17a which is latest at the time of this article
The direct file
Please note that there are different versions for different architectures x32 / x64 / IA64. Download the right file for yourself.
Additionally if you are looking for the Microsoft OLEDB Provider for DB2, it is available as part of the Microsoft SQL Server 2008 Feature Pack, October 2008 located here
Do let me know if this has been helpful. Cheers !