Heads Up
Be aware of performance when using a "linked server". It's not very efficient, especially if you're running transactions, such as INSERT/UPDATE/DELETE, between the servers. If you are running the DML, then DTC will be used and you may need certain ports opened through your network.
Definitely avoid something like:
INSERT INTO mytable exec [linkedserver].[dbname].[owner].[sproc]
This will take forever and you may encounter DTC issues. You'll want to use other techniques.
Just some info.
Steve