Invalid Schema Or Catalog With Linked Servers

Hi

I am current having an issue with using a catalog in my linked server on SQL Server 2005.

I create my Linked server as follows:
exec sp_addlinkedserver @server = N'LINKED_SERVER',




@srvproduct = N'',
@provider = N'SQLNCLI',
@datasrc = N'MYSERVER',
@catalog = N'MYDATABASE'


(and I add the user security accordingly)

If I then run the query:

Select * from LINKED_SERVER.MYDATABASE.DBO.MYTABLE

and it returns my results fine , however the reason I included a catalog was so the linked server would default to MYDATABASE , so technically (according to the documentation) I should be able to run the query

Select * from LINKED_SERVER..DBO.MYTABLE

and exclude my database name, however I keep getting the error


Msg 7313, Level 16, State 1, Line 1

An invalid schema or catalog was specified for the provider "SQLNCLI" for linked server "LINKED_SERVER'".


Could someone please help explain to me why this does not work?

Thanks