Linked Server Nested Transaction Error

I have a problem in running this query on linked servers, which has distributed partitioned view.

SQLTransaction transaction;... public void DeleteAllData() { try { connection.Open(); transaction = connection.BeginTransaction(); { Console.WriteLine("Deleting All Data..."); string cmdText = ""; cmd = new SqlCommand(cmdText, connection, transaction); cmd.CommandText = "delete from NEW_ORDER where NO_O_ID > 0"; cmd.ExecuteNonQuery(); cmd.CommandText = "delete from ORDER_LINE where OL_NUMBER > 0"; cmd.ExecuteNonQuery();
transaction.Commit();
Console.WriteLine("Sucessful"); } } catch (Exception e) { Console.WriteLine("Failed in Method DeleteAllData"); throw e; } finally { connection.Close(); } }

The error returned was:

Failed in Method DeleteAllDataSQL Exception caught: Unable to start a nested transaction for OLE DB provider "SQLNCLI" for linked server "SERVER_B". A nested transaction was required because the XACT_ABORT option was set to OFF.OLE DB provider "SQLNCLI" for linked server "SERVER_B" returned message "Cannotstart more transactions on this session.".

I realized that this problem may be eliminated if I'm using stored procedures on the database, and SET XACT_ABORT ON before any transaction.

Please could anyone help me.