Thanks, AJ, for pointing me to the security tab on the linked server. I manually typed in sa and its password and it helped.

And also thanks to Phill. Your tip has cleared a major headache for me.

And there was also something else wrong with my original statement:

create view dbo.ccsystemcontrol as select * from [GN5DB1\SQL2000].cms.dbo.ccsystemcontrol

The database name cms should have been cmsdb1. It varies from installation to installation and I missed this detail this time.