It appears that you are accessing the database from a web application which runs under NTAUTHORITY\Anonymous account on IIS. When you access SQL Server from this account, the same user credentials are sent to the database. The linked server call is occurring under the context of NT AUTHORITY\ANONYMOUS and apparently the access is not allowed on the other server.
If you are permitted to use SQL Server authentication, that may solve the problem right away. Otherwise, you might need to change the web application to run under another account that has access to the database, or give NTAUTHORITY\ANONYMOUS access to the linked server.
commented on Apr 28 2012 10:47AM