I am having the same problem.....

creating linked server, I specify:

provider: Microsoft OLE DB provider for ODBC drivers

product name: ODBC system DSN

Data Source: ODBC system DSN

I do not specify anything else for provider string, location or catalogue; for security options I identify valid credentials and then create the link.  the test connection to the linked server succeeds but I'm unable to open the catalog and see the tables -- this is when I get the error message reported by other users in this thread