Create Link Server SQL 2005

Does anyone have a good reference for creating link servers in SQL 2005?  I'm getting the following error and don't understand why.

TITLE: Microsoft SQL Server Management Studio
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"The linked server has been created but failed a connection test. Do you want to keep the linked server?"

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ADDITIONAL INFORMATION:

An exception occurred while executing a Transact-SQL statement or batch. (Microsoft.SqlServer.ConnectionInfo)

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The OLE DB provider "SQLNCLI" for linked server "MYServer" reported an error. Authentication failed.
Cannot initialize the data source object of OLE DB provider "SQLNCLI" for linked server "MyServer".
OLE DB provider "SQLNCLI" for linked server "MyServer" returned message "Invalid authorization specification". (Microsoft SQL Server, Error: 7399)

For help, click: http://go.microsoft.com/fwlink?ProdName=Microsoft+SQL+Server&ProdVer=09.00.3042&EvtSrc=MSSQLServer&EvtID=7399&LinkId=20476

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Annette Wilson, MSISSr. Programmer AnalystAsked:
Who is Participating?
 
JestersGrindCommented:
This is a security issue.  When you create the linked server, on the security tab, you define how you are going to connect to the remote server.  You can either setup mappings in the top portion of the screen or define how all connection will behave at the bottom.  I usually select the latter because it's less to maintain.  If you are using Windows accounts that have access to both servers, use "Be made using the login's current security context".  If you are using SQL accounts or using a Windows account that doesn't have access to the remote server, use "Be made using this security context" and define a SQL user name and password on the remote server.  

Greg

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Annette Wilson, MSISSr. Programmer AnalystAuthor Commented:
Thank you GestersGrind!
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