Im doing this topic as well. Challenging aye? I haven't actually started the work on death of a salesmen yet, starting that this week, so my knowledge on that isnt too good. Basically the point of the work we are doing is to assess how the political, social, and cultural aspects of both the context of 'Oedipus Tyrannus', and the modern context of 'Death of a Salesmen' affect the experience of tragedy for the characters/protagonists in the pieces. So thats talking about Oedipus and his role as king, and the themes and responsibilities associated with this, how sophocles has used Oedipus' hamartia (fatal flaws) in creating his dominance and power as king, only to set him up for his own demise, as a result of the irony created in the text. Also the attitudes of the people at the times, obviously the people from the ancient greek context would have been well infomed of the story of Oedipus, and hence this is how the irony functions to better the play, sophocles has re-worked this irony to portray the trials of Oedipus and the tragedy concept of the piece. Whereas for a modern audience, many aren't familiar of the story of Oedipus, and because the text starts off in the middle of the action the irony fails to be as strong as within it's original context, this is where dramatic tension and build up to the denoument occurs to portray the same concepts just with alternate methods. This original to modern context concept, i feel is where you can make the links between the two. Is death of a salesmen effective in its modern context, portraying the essential traits of a tragedy, what elements etc support this. Also links could be made with regards to structure, with greek tragedy obviously having a set method of presentation, with the prologue, the parados, the stasimons, the episodes and the exodus etc, how does the structure of death of a salesman support the messages of the text. You should check the topic rubric for this part of the course, its got some great information which will obviously help you understand how you're to use both texts for the HSC questions.
Sorry I am kind of all convoluted, I haven't started Death of a Salesmen yet, so i can't really help with direct links between the two texts. If you need any help with the Oedipus side of things just give me a buzz, would be more than happy to help.