USE [master];
GO

EXEC master.dbo.sp_addlinkedserver
    @server = N'localhost',
    @srvproduct = N'',
    @provider = N'SQLNCLI',
    @datasrc = N'tcp:reports.theremotesite.net',
    @catalog = N'master';

EXEC master.dbo.sp_addlinkedsrvlogin
    @rmtsrvname = N'reports.theremotesite.net',
    @useself = N'False',
    @locallogin = NULL,
    @rmtuser = 'MyUsername'
    @rmtpassword = 'MyPassword';
GO