Here's my super awesome cheaty way to do this easily. I wrote an FTP batch file
that FTPs into the AS400 and runs the query with:
quote rcmd runqqry qry(lib/qry)
The FTP batch file is executed on the SQL 2005 server by use of a stored
procedure containing the line:
EXEC master..xp_cmdshell 'ftp -n -s:d:\ftp_scripts\batch.ftp'
Then I grab the output like normal through use of the linked servers. And viola!