I would have expected the provider to be 'DB2OLEDB'.
An example is provided in Books Online for establishing a liked DB@ server:
Also, when I reference a table via a linked server I use the reference <server name>.<database name>.<owner name>.<table name>, does DB2 need this kind of reference?
I. Use the Microsoft OLE DB Provider for DB2
This example creates a linked server named DB2 that uses the Microsoft OLE DB Provider for DB2.
@srvproduct='Microsoft OLE DB Provider for DB2',
@provstr='Initial Catalog=PUBS;Data Source=DB2;HostCCSID=1252;Network Address=XYZ;Network Port=50000;Package Collection=admin;Default Schema=admin;'
(Knowledge is power! Get some!)