Openquery Potential Performace Blackhole?

I have a openquery query like this
Select * from openquery([db2],'Select * from tableA')

To only return and process records for a given date range I changed it to be something like this

Select * from openquery([db2],'Select * from tableA')
where datefield > '06/06/2001'

While this works fine, my question is that does it copy all the records from the db2 server to the sql server before filtering them. I think it does.
The db2 table will have over 1,000,000 records eventually, and the sql server will use records for a given day/date range only.

I cannot add the where clause to the db2 query.

any ideas ?

tia.

neil.