You should expand the server you are going to add a linked serevr on it.
Then you will see a folder called "Security" -- Expand it
Then you will see a folder called "Linked server" -- Right click on it and choose "New linked server",
Then a dialog will prompt up.check the SQL Server Cylindrical,in Linked Server column type the remote server name(need the real name of it,cant be named by you)
Then go to Security tab.check the last cylindical,give the accessiable login to that remote server and pwd of it.Then go to Server option tab,check all the rows.This should work!(I believe)