1. Install DB2 on MSSQL machine
2. Start Configuration Assistant. Add a new database mapping to the desired target DB2 database. Select option to create a System DSN along the way.
3. Start Microsoft’s ODBC Data Source Administrator. There should be a System DSN created from the previous step. Configure it with the userid/password for the target DB2 database.
4. Create linked server in MSSQL: EXEC sp_addlinkedserver @server = 'TMON', @srvproduct = '', @provider = 'MSDASQL', @datasrc = 'TMON'
5. Map access to linked server: EXEC sp_addlinkedsrvlogin 'TMON', 'false', NULL, 'db2admin', 'db2admin'
6. 2 ways to test the link: SELECT * FROM TMON..DB2ADMIN.USERS -- use uppercase for server, schema, table names SELECT * from OPENQUERY (TMON,'select * from users')

Notes:
* TMON is the remote DB2 database, also used as the DSN name.
* Remote DB2 server uses access id: db2admin and password: db2admin
* USERS is a table in the remote DB2 database

Server A configuration:
OS: WinXP
Instance name: TMINST
Instance user and password: db2admin/db2admin
Required nickname for remote table: DB2ADMIN.R_CUSTOMERS

Server B configuration:
OS: Linux
IP: 10.60.100.21
DB2 service port: 50000
Instance user and password: db2inst1/db2inst1
Database name: TM_ON
Table name to be linked: CUSTOMERS

CLP Commands @Server A:

db2set DB2INSTDEF=TMINST
SET DB2INSTANCE=TMINST
db2 UPDATE DATABASE MANAGER CONFIGURATION USING FEDERATED YES IMMEDIATE
db2 CATALOG TCPIP NODE RTMINST REMOTE 10.60.100.21 SERVER 50000 REMOTE_INSTANCE db2inst1 OSTYPE Linux
db2 CATALOG DATABASE TM_ON AS RTM_ON AT NODE RTMINST 
db2start
db2 CONNECT TO TM_ON USER db2admin USING db2admin
db2 CREATE WRAPPER DRDA
db2 "CREATE SERVER RTM_ON TYPE DB2/UDB VERSION '9.1' WRAPPER DRDA AUTHORIZATION \"db2inst1\" PASSWORD \"db2inst1\" OPTIONS( ADD DBNAME 'RTM_ON')"
db2 CREATE USER MAPPING FOR DB2ADMIN SERVER RTM_ON OPTIONS ( ADD REMOTE_AUTHID 'db2inst1', ADD  REMOTE_PASSWORD 'db2inst1') 
db2 CREATE NICKNAME DB2ADMIN.R_CUSTOMERS FOR RTM_ON.DB2INST1.CUSTOMERS
db2 SELECT * FROM R_CUSTOMERS