But the concern is the performance while dealing with huge data. Imagine your SP is returning 5 million records and your search criteria limits it to thousands records, then its really a waste time and resources. So you may need to work out different plan, something like preferring a Table-valued function over the existing Procedure.
SELECT * INTO #temp --(or @tempTable) FROM OPENQUERY(, 'EXEC Procedure') then apply search criteria on it. SELECT * From #temp -- (or @tempTable) WHERE
for more details regarding OPERNROWSET refer [here] : http://msdn.microsoft.com/en-us/library/ms190312.aspx
SELECT * INTO #temp FROM OPENROWSET('SQLNCLI', 'Server= ;Trusted_Connection=yes;', 'EXEC . . )') AS a;
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