rdjabarov: No, I mean a Progress OpenEdge database.
Pat Phelan: I have run the VBA as script on the database and it runs perfectly but it will still not run from Excel (even running it from the same physical machine as the SQL Server).
I have put the username & password directly into the connection string so I know the code is connecting as the correct user. This user AD account has permissions on the SQL Server and I have set up the linked server with that account mapped to a valid account on the linked server (under "Local server login to remote server login mappings" on the Linked Server properties.
Thanks for your help with this. What can I try next?