EXEC master.dbo.sp_addlinkedserver
  @server = N'ADSI'
, @srvproduct=N'Active Directory Services'
, @provider=N'ADsDSOObject'
, @datasrc=N'server_name.your_domain.com'

EXEC master.dbo.sp_addlinkedsrvlogin
  @rmtsrvname=N'ADSI'
, @useself=N'False'
, @locallogin=NULL
, @rmtuser=N'your_domaindomain_user'
, @rmtpassword='********'

SELECT * FROM OPENQUERY (
  ADSI,
  'SELECT *
  FROM ''LDAP://DC=your_domain,DC=com'''
)