As always, you need to look at the query plan. It will give you some idea
what is going on.
But generally, I don't think you should have too high expectations.
Linked servers is a difficult area, and I doubt that SQL Server has a
repetoire to cover all possible cases about which interfaces that may
be implemented.
--
Erland Sommarskog, SQL Server MVP, esq...@sommarskog.se
Links for SQL Server Books Online:
SQL 2008: http://msdn.microsoft.com/en-us/sqlserver/cc514207.aspx
SQL 2005: http://msdn.microsoft.com/en-us/sqlserver/bb895970.aspx
SQL 2000: http://www.microsoft.com/sql/prodinfo/previousversions/books.mspx