Используйте что-то вроде этого (имя связанного сервера будет CTREESRV):
USE [master]
GO
EXEC master.dbo.sp_addlinkedserver @server = N'CTREESRV', @srvproduct=N'Ctree', @provider=N'MSDASQL', @datasrc=N'DSN_NAME_HERE', @location=N'SOMETHING', @provstr=N'DNS=DSN_NAME_HERE;UID=DSN_USRNAME_HERE;PWD=DSN_PASSWD_HERE', @catalog=N'DATABASENAME_HERE'
GO
EXEC master.dbo.sp_serveroption @server=N'CTREESRV', @optname=N'collation compatible', @optvalue=N'false'
GO
EXEC master.dbo.sp_serveroption @server=N'CTREESRV', @optname=N'data access', @optvalue=N'true'
GO
EXEC master.dbo.sp_serveroption @server=N'CTREESRV', @optname=N'dist', @optvalue=N'false'
GO
EXEC master.dbo.sp_serveroption @server=N'CTREESRV', @optname=N'pub', @optvalue=N'false'
GO
EXEC master.dbo.sp_serveroption @server=N'CTREESRV', @optname=N'rpc', @optvalue=N'false'
GO
EXEC master.dbo.sp_serveroption @server=N'CTREESRV', @optname=N'rpc out', @optvalue=N'false'
GO
EXEC master.dbo.sp_serveroption @server=N'CTREESRV', @optname=N'sub', @optvalue=N'false'
GO
EXEC master.dbo.sp_serveroption @server=N'CTREESRV', @optname=N'connect timeout', @optvalue=N'0'
GO
EXEC master.dbo.sp_serveroption @server=N'CTREESRV', @optname=N'collation name', @optvalue=null
GO
EXEC master.dbo.sp_serveroption @server=N'CTREESRV', @optname=N'lazy schema validation', @optvalue=N'false'
GO
EXEC master.dbo.sp_serveroption @server=N'CTREESRV', @optname=N'query timeout', @optvalue=N'0'
GO
EXEC master.dbo.sp_serveroption @server=N'CTREESRV', @optname=N'use remote collation', @optvalue=N'true'
GO
USE [master]
GO
EXEC master.dbo.sp_addlinkedsrvlogin @rmtsrvname = N'CTREESRV', @locallogin = NULL , @useself = N'False'
GO