UNITED NATIONS - Secretary-General Kofi Annan (news - web sites) said the U.N. watchdog has begun an investigation of allegations that former Iraqi dictator Saddam Hussein (news - web sites) reaped millions of dollars from the U.N. oil-for-food humanitarian program. "We are exploring," Annan told reporters, adding that the Office for Internal Oversight Services has been in touch with the Iraqi Governing Council and the U.S.-led coalition seeking additional information. The oil-for-food program was established by the U.N. Security Council in December 1996 to help ordinary Iraqis cope with U.N. sanctions imposed after Iraq (news - web sites)'s 1990 invasion...