I have 2 MS SQL 2000 -servers, M1 and M2, under Win2k SP4.
Yesterday I founded such problem: stored procedure in M2 with distributed transactions was failed.
So, I decided to check simple distributed query between two servers, on M2 QA console:
BEGIN DISTRIBUTED TRANSACTION
select top 1 * from m1.northwind.dbo.orders
select top 1 * from m2.northwind.dbo.orders
COMMIT TRAN

it caused such problem:
Server: Msg 7399, Level 16, State 1, Line 3
OLE DB provider 'SQLOLEDB' reported an error. The provider did not give any information about the error.
OLE DB error trace [OLE/DB Provider 'SQLOLEDB' IUnknown::QueryInterface returned 0x80004005: The provider did not give any information about the error.].

But such query, executed on M1 console in QA is works...
I find several microsoft articles about problem #7399, about DTC configurations and settings. But all those instructions are about Win2003 or Win2003+SP1, but I have Win2000Sp4. I have not buttons "Security options" in MS DTC componets dialogs.
I tried to check connection with DTCping, - so it works.
Any body is knows solutions of such problem?