How do I insert from one SQL server A to SQL server B.

I want to run a command like this:

insert into Server_A
(
  Select * from SERVER_B where id >140213
)


The name of ServerA is -  MEDS0010\MSDE_INSTANCE
And Server B  MEDSQL

The name of the database is on both servers are GIDE and the table JOB_EXT

I am currently running SQL enterprise manager from server A

I got these error messages:
[DBNETLIB][ConnectionOpen (Connect()).]SQL Server does not exist or access denied.

Login failed for user '(null)'. Reason: Not associated with a trusted SQL Server connection.