alex, I think e4d4's suggestion is probably your best (and maybe only) option. Once you set up the linked servers, you can query against them like this...

SELECT a.<column_list>, b.<column_list>

FROM Linkedserver1.catalog.schema.table a INNER JOIN

Linkedserver2.catalog.schema.table b

ON some join criteria

I'm not sure if the catalog is required for linked servers to other SQL Servers, but I have them set up to some DB2 and Oracle databases without the catalog, and I am able to bring them into the same query just fine. One caveat, though, the queries take an extremely long time to run. Now, I don't have exposure to the remote catalogs, so I'm not sure if there might be some index info in there that would make them run faster if I could read them. In general, using OPENQUERY(Linkedserver,'your SQL') is much faster than using the 4 part naming convention if you are only hitting one remote.