Login failed for user 'NT AUTHORITY\ANONYMOUS LOGON'

Hi

I have a cross server view that is currently setup on SQL2000 and SQL2005 boxes that run fine. The SELECT of the view looks like this:

SELECT *
FROM OPENDATASOURCE('SQLOLEDB',
    'Data Source=MyServerName\sql2005;Integrated Security=SSPI').MyDatabaseName.dbo.MyTableName 

However when I transfer this to a SQL2008 server I get the following error:

Msg 18456, Level 14, State 1, Line 1
Login failed for user 'NT AUTHORITY\ANONYMOUS LOGON'.

Any suggestions why this doesn't work?

If I use openrowset as below instead it works ok - but a solution that means having the credentials in the view isn't an option:

SELECT *
FROM OPENROWSET('SQLOLEDB', 'server=MyServerName\sql2005;uid=MyUserId;pwd=MyPassword;database=MyDatabaseName',
    'select * from dbo.MyTableName')

Many thanks for your time.