How To Soleve This SQL Server Error 7391???

2 MS Server 2000 running on 2 machine. Let's SA and SB
On SA, add linkserver point to SB.Then I can run select statement as:
select * from SB.mydb.dbo.table1

On SA, there is a stored procedure sp_test, I can run select statement inside this sp.
But when I put insert statement in sp_test as:
insert into SB.my.db.dbo.table1.......
I get 7391 error as:


Server: Msg 7391, Level 16, State 1, Procedure sp_test, Line 105
The operation could not be performed because the OLE DB provider 'SQLOLEDB' was unable to begin a distributed transaction.
[OLE/DB provider returned message: New transaction cannot enlist in the specified transaction coordinator. ]
OLE DB error trace [OLE/DB Provider 'SQLOLEDB' ITransactionJoin::JoinTransaction returned 0x8004d00a].In sp_test, there begin transaction statement.
The operation system on both server is window 2000.

Help please.