Setting up Data Guard with Maximum Protection requires the Data Guard Broker.
Having setup Data Guard a couple of times without the broker I thought "how difficult can it be?" and started.
After some preparations I started the dgmgrl in order to configure the various sites.
To my astonishment no command at all was recognized. I have to admit that I even went back to the manuals to see if it was my fault. And then - shame on me - I tried to use the help function inside the dgmgrl.
See what happens then:
Ok, so either I was seriously stupid or there was an error - probably a relink issue.
A good friend of mine at Oracle PTS - Robert Pastijn - offered the needed help and pointed out that a bug was introduced on AIX in the upgrade from 10.2.0.1.0 to 10.2.0.2.0 . The patch fixed this problem.
So after all Oracle did not (yet) follow the classic Microsoft error: Error - No Error.