One of the post in this forum refers
The problem is caused because most providers including SQL Server OLE DB provider do
not support index seek.
The 'index as access path' should not be checked when creating a linked server using
the SQL OLEDB. There is a provider level option which is read by the SQL Server from
the following registry.
Accesspath. Please check whether the value of the above registry key is 0. If it
isn't , please change it to 0 and try the remote query again.
If it doesn't work, I suggest you rebuild a linked server using the SQL OLEDB without
checking 'index as access path'.