the following is an example from SQL Server Books Online.
search for sp_addlinkedserver in the Index for the full thing
B. Use the Microsoft OLE DB Provider for Jet
This example creates a linked server named SEATTLE Mktg.
HTH...
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Note This example assumes that both Microsoft Access and the sample Northwind database are installed and that the Northwind database resides in C:\Msoffice\Access\Samples.
USE master
GO
-- To use named parameters:
EXEC sp_addlinkedserver
@server = 'SEATTLE Mktg',
@provider = 'Microsoft.Jet.OLEDB.4.0',
@srvproduct = 'OLE DB Provider for Jet',
@datasrc = 'C:\MSOffice\Access\Samples\Northwind.mdb'
GO
-- OR to use no named parameters:
USE master
GO
EXEC sp_addlinkedserver
'SEATTLE Mktg',
'OLE DB Provider for Jet',
'Microsoft.Jet.OLEDB.4.0',
'C:\MSOffice\Access\Samples\Northwind.mdb'
GO