Issues Copying Data To Linked Server

I'm having an issue with a job that calls a stored procedure. The SP is fairly complicated, but basically creates a temp table, then inserts the records from the temp table into a table on a linked server (via VPN). The basic premise here is that I'm trying to update a web-accessible server from the production server. The funny thing is that the process works correctly for 4 out of 5 companies (company is the only parameter fed to the SP). The company that fails is by far the largest, but the process has worked in the past.

I'm not strong with all the tools available in SQL Server that might help me figure out what's going wrong. In the SQL Server Agent, it simply tells me that the job failed. If I use Query Analyzer and run the SP in Debug mode (if I'm stating that correctly), I get this error for any company I try it for, even companies that run fine (line 51 is the DELETE line):

Server: Msg 7391, Level 16, State 1, Procedure procStmtDataToReno, Line 51
[Microsoft][ODBC SQL Server Driver][SQL Server]The operation could not be performed because the OLE DB provider 'SQLOLEDB' was unable to begin a distributed transaction.

So I suppose my long-winded question is, how can I determine why this SP fails for the one company? If relevant, the job is simply:

EXEC procStmtDataToReno 'B'

and some snippets of the SP:

CREATE PROCEDURE [dbo].[procStmtDataToReno]

@CoCode as varchar(2)

AS

--various declarations and such

DELETE
FROM [10.1.1.4].OnlineAR.dbo.StatementData
WHERE CompanyID = @CoCode AND (Line1Date < Convert(varchar(10), GETDATE() - 60, 101) OR Line1Date >= Convert(varchar(10), GETDATE() - 5, 101) )

--code to build temp table

INSERT INTO [10.1.1.4].OnlineAR.dbo.StatementData
SELECT * FROM #Statement
GO

TIA