This will work I guess , although I would like the column at the beginning...
SELECT
distinct A.login_name Login, A.host_name 'Originating HostName',
DB_NAME(B.Database_ID) DBName, B.command,
A.program_name,
data_source as 'Linked Server Name'
FROM [linked].master.sys.dm_exec_sessions A
LEFT JOIN [linked].master.sys.dm_exec_requests B
ON A.session_id = B.session_id
LEFT JOIN (SELECT A.request_session_id SPID, B.blocking_session_id BlkBy
FROM [linked].master.sys.dm_tran_locks as A
INNER JOIN [linked].master.sys.dm_os_waiting_tasks
as B ON A.lock_owner_address = B.resource_address) C
ON A.Session_ID = C.SPID
OUTER APPLY master.sys.dm_exec_sql_text(sql_handle) D,
--Add column from target linked server
[linked].master.sys.servers