PHP 5.1.2 with Oracle 10gR1:

$id = 123;
$name = 'foo';
$stmt = $dbh->prepare("select ?,? from dual");
$stmt->execute(array($id, $name));
while ($row = $stmt->fetch(PDO::FETCH_ASSOC)) {
    print_r($row);
}

Output:
Array ( [:PDO1] => foo [:PDO2] => foo )

With bindValue():
$stmt->bindValue(1, $id);
$stmt->bindValue(2, $name);
$stmt->execute();

is same result.

With named placeholders:
$stmt = $dbh->prepare("select :id, :name from dual");
$stmt->bindValue(':id', $id);
$stmt->bindValue(':name', $name);
$stmt->execute();

Output:
Array ( [:ID] => foo [:NAME] => foo )

With bindParam():
$stmt = $dbh->prepare("select :id, :name from dual");
$stmt->bindParam(':id', $id);
$stmt->bindParam(':name', $name);
$stmt->execute();

Array ( [:ID] => -1.990921021434 [:NAME] => -1.990921021434 
)

Please try using this CVS snapshot:

  http://snaps.php.net/php5.1-latest.tar.gz
 
For Windows:
 
  http://snaps.php.net/win32/php5.1-win32-latest.zip

I installed the lastest CVS: php5.1-200604101230
With the firt sequence (please refer to my first mail): $stmt=$dbh->prepare("insert into R_QQQ (QUANTIEME,DH_FIN,RUN) values (?,?)");
  $stmt->execute(array("ZYX", "053"));
==> Everything is OK

With the second one (insert a date with "to_date" format):
$stmt=$dbh->prepare("insert into R_QQQ (QUANTIEME,DH_FIN,RUN) values (?,?,?)");
  $stmt->execute(array("053", "to_date('20050222','YYYYMMDD')","XYZ"));
I get the following result:
SQLSTATE[HY000]: General error: 1858 OCIStmtExecute: ORA-01858: a non-numeric character was found where a numeric was expected (/prod/outils/php5.1-200604101230/ext/pdo_oci/oci_statement.c:142)

BUT, everything is OK, if I changed the "to_date" Oracle function in array by:
$stmt=$dbh->prepare("insert into R_QQQ (QUANTIEME,DH_FIN,RUN) values (?,?,?)");
$stmt->execute(array("053", "22-FEB-2005","XYZ"));

$stmt->execute(array("053", "to_date('20050222','YYYYMMDD')","XYZ"));
This will never work.
Binding doesn't mean "change '?' to what I say", it's more sophisticated. You can only pass values there, expressions like this are not allowed.

Thanks for your help. This last point is now clear.