Please follow the articles. (You didn't provide much information so I am putting all Articles that might be useful to you.)
Troubleshooting Problems with MSDTC
http://msdn.microsoft.com/en-us/library/aa561924(v=BTS.20).aspx
How to configure Microsoft Distributed Transaction Coordinator on a Windows Server 2003 cluster
http://support.microsoft.com/kb/301600
MS DTC Distributed Transactions
http://msdn.microsoft.com/en-us/library/ms191440.aspx
Recommended MSDTC settings for using Distributed Transactions in SQL Server