OpenQuery Security Problem

I write the following code to dynamically create a mining model and try to train it:

cmd.CommandText = "CREATE SESSION MINING MODEL " + modelName +
" (" +
"TimePoint LONG KEY TIME, " +
"BloodPressure LONG CONTINUOUS PREDICT " +
") " +
"USING Microsoft_Time_Series ";
cmd.ExecuteNonQuery();



// Train Data

cmd.CommandText = "INSERT INTO " + modelName + "(TimePoint, BloodPressure) " +
" OPENQUERY(AdventureWorksDW, "+
" 'SELECT TIMEINDEX, Quantity " +
" FROM vTimeSeries WHERE ModelRegion=[R750 Pacific]')";
cmd.ExecuteNonQuery();



But the error msg show that HOSTASPNET does not have the privilege to access AdventureWorksDW. However, I have set the dbowner role to HOSTASPNET in SQL 2005.

Is there anything else I miss?



Thanks in advance.

Ricky.