Error open/accessing a MSSQL Linked Server

Hi!

Im having the fallowing error when I try to open/access a linked server
Error:
Error 7302: Could not create an instance of OLE DB provider 'MSOLAP.2'.
OLE DB error trace [Non-interface error: CoCreate of DSO for MSOLAP.2 returned 0x80004005].

I have already tried to create the server using SEM and also with SQL syntax in ISQLW.
Code:
EXEC sp_addlinkedserver
@.server='LINKED_OLAP',
@.srvproduct='',
@.provider='MSOLAP.2',
@.datasrc='MyServerName.MyDomain,
@.catalog='MyDataBase'

Im allowed to create the linked server but I cant use it.

Information:
OS: Windows 2003EE
SQL: MSSQL 2000 + SP3a
MDAC: MDAC2.8 rtm

Thanks,
Paulowhen referring to objects defined in a linked server, you should use the convention:
servername.databasename.userid.object|||That it's not the problem for sure.|||I'd see if any of Microsoft's (http://search.microsoft.com/search/results.aspx?view=msdn&st=b&na=82&qu=0x80004005+OLAP&s=1) ideas help.

-PatP|||Thanks, but none of the links apply to.

Paulo