Heterogeneous Queries, ANSI_NULLS, ANSI_WARNINGS

I have stored procedure:

EXEC sp_addlinkedsrvlogin @FailedRegionServerName, 'false', NULL, 'sa', 'pass'

DECLARE @a varchar(100)
SET @a = @FailedRegionServerName + '.Ithalat.dbo.Product'

DECLARE @s varchar(100)
SET @s = ' SELECT * FROM ' + @a
EXEC ( @s )

When I execute it I get the error:

Heterogeneous queries require the ANSI_NULLS and ANSI_WARNINGS options to be set for the connection. This ensures consistent query semantics. Enable these options and then reissue your query.

Then I put
SET ANSI_WARNINGS ON
SET ANSI_NULLS ON lines into the procedure. Also checked "Ansi Nulls" and "Ansi Warnings" in the properties of SQL Server. It didn't work

Then I tried:

DECLARE @s varchar(300)
SET @s = 'SET ANSI_WARNINGS ON; SET ANSI_NULLS ON; SELECT * FROM ' + @a
EXEC ( @s )

I still got the error.

WHAT SHOULD I DO? HOW CAN I GET A TABLE CONTENT FROM A LINKED SERVER? Any will be appreciated, thanks a lot...