Thanks for all the replies,

Using the OPENROWSET method worked nicely.

 Note: the 'set fmtonly off' part of the command is necessary; the default in this case appears to be 'ON' which is not very useful and causes an error such as:

Could not process object 'exec msdb.dbo.sp_help_job @execution_status=4'. The OLE DB provider 'sqloledb' indicates that the object has no columns.

Thanks,

Richard