Component Integration Services allows you to perform joins across remote tables.
sp_addserver big_server, local sp_addserver CTOSDEMO, ASEnterprise, big_server
After you define an existing table, issue an update statistics command for that table. This helps the query optimizer make intelligent choices regarding index selection and join order.
exec sp_addserver big_server, ASEnterprise, big_server
exec sp_addexternlogin big_server, sa, sa, timothy
create proxy_table publishers at "big_server.pubs2.dbo.publishers"
create proxy_table titles at "big_server.pubs2.dbo.titles"
select Publisher = p.pub_name, Title = t.title from publishers p, titles t where p.pub_id = t.pub_id order by p.pub_name