SQL Server 2005 Linked Server

 
In this example SERVER 1 is the server bieng linked to.
SERVER 2 is the server bieng linked from.
STEP 1:
The first thing to set up is the SQL SERVER 1 to allow incoming connections from a non Windows Authenticated account – if not already done so.
In SQL server 2005 Management Studio, right click on the database at the top [...]

Connect to MySQL database from SQL server

First of all you need to download the MySQL connection / ODBC driver.
The ODBC driver can be download free of charge from the followinglocation:
http://www.mysql.com/products/connector/odbc/
Folow the simple installation instructions.
In Microsoft SQL Server Management Studio – expand the database tree on the left hand side of the window - expand server obects – expand linked servers
Right-click linked servers – click [...]