Linked Server

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Create  Linked Server through Scripts  
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USE [master]
GO
EXEC sp_addlinkedserver
   @server='dsql2k',
   @srvproduct='',
   @provider='SQLNCLI',
   @datasrc='source_name'
 
GO

USE [master]
GO
EXEC master.dbo.sp_serveroption @server=N'dsql2k', @optname=N'rpc', @optvalue=N'true'
GO

EXEC master.dbo.sp_serveroption @server=N'dsql2k', @optname=N'rpc out', @optvalue=N'true'
GO

select * from master.dbo.sysservers
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 Alternative Script to Create Linked Server and Mapping of Users
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Use Master
go
EXEC master.dbo.sp_addlinkedserver @server = N'dsql2k', @srvproduct=N'', @provider=N'SQLOLEDB', @datasrc=N'testserver'
GO

EXEC master.dbo.sp_addlinkedsrvlogin @rmtsrvname = N'dsql2k', @locallogin = N'sa', @useself = N'False', @rmtuser = N'sa', @rmtpassword = N'sa'
GO