I am trying to write a simple select statement that fetches records from a linked server in SQL Server 2000. The problem is the linked server can be slow to respond at times due to the environment. I am trying to set the CommandTimeout on the connection object (ADO), but it does not timeout properly.

Any ideas on why this is happening, and a work around?
Are there any advantages to using OPENQUERY over the traditional select statement using the four-part naming convention?

You can do this while configuring the linke server in the Microsoft Management Console

Select the Linked Server -> Properties -> Server Options -> query Timeout

hope this helps