Here’s another way to created a linked server using another provider, Microsoft Jet 4.0 OLE DB Provider. This is for SQL Server 2008. Check out my previous Linked Server tutorial if needed for SQL Server 2005.
For this setup, let’s use the login’s current security context. Make sure that you whatever SSMS you use to connect to the server uses the same user credentials as user that created the linked server.
So if I create that on a server, then I’ll have query it using the same credentials just used. If you want to know how to query it, check out my Previous Tutorial.