Jan - I misunderstood your original question. Kudos on the work-around and thank you for posting it on the forum.
I did, however,find a Microsoft article (Article 299410) that specifically addresses the paging issue within a distributed query. You must use other means to retrieve more than 1000 objects from ADSI. Quote:
"While paging is available through ADSI's OLEDB provider, there is currently no way available to perform it from a SQL distributed query. This means that the total number of objects that can be returned for a query is the server limit. In the Windows 2000 Active Directory, the default server limit is 1,000 objects."
http://support.microsoft.com/default.aspx?scid=kb;en-us;299410
Don