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I am having two servers running SQL2000 and SQL2005.
There is a database A,B in SQL2000. Similarly i have the same in A,B in SQL2005.
A,B are name of the database.
I have a linked server pointing from SQL2005 A database to SQL2000 B database. Here the scenario is i can able to access database SQL2000 B database from SQL2005
Two issues i face i am randomly getting the error

OLE DB provider "SQLNCLI" for linked server "SQL2000" returned message "Communication link failure". Msg 10054, Level 16, State 1, Line 0 TCP Provider: An existing connection was forcibly closed by the remote host. Msg 18456, Level 14, State 1, Line 0 Login failed for user 'NT AUTHORITY\ANONYMOUS LOGON'.

How to resolve the error?.

Also When the user want to access the database located in the same server what must be done?. I mean accessing the database SQL2005 A database and SQL2005 A database i.e ignoring the linked server.

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On the SQL2000 server - what is the error message in the error log? There will likely be a corresponding 18456 message. How are you authenticating? My guess here is it has to do with kerberos and needing to have delegation - though I don't understand why it sometimes works. –  Mike Walsh Nov 18 '13 at 1:40
    
@MikeWalsh: SQL Authentication –  Senthil Prabhu Nov 18 '13 at 5:42
    
How have you configured the security for the linked server? Please provide a screenshot. with the server and login names redacted. –  Mike Walsh Nov 18 '13 at 16:36
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Need some more information for the Linked Server error - asked a question in a comment for more info there and will clean this up based on your thoughts there. Though it appears as though you are experiencing issues with kerberos delegation on the face of it. (More info here)

For the second question - it sounds like you are just asking how can that user connect directly to the SQL2005 instance without using a linked server. If I've understood correctly - you just grant their login access to the SQL Server 2005 server (either a SQL authenticated login or a domain login) and grant them the database and server access they need. Then they can use SQL Server Management Studio or whatever tool you use to connect and connect directly.

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