I tried using openrowset. Do I need permissions for that too?

I executed the following query on the remote server with IP of my local server in place of xxx.xxx.x.xx :

SELECT a.*

FROM OPENROWSET('SQLOLEDB','Server=xxx.xxx.x.xx;Trusted_Connection=yes;',

'SELECT *

FROM DService.dbo.device') AS a;

I get the following error message:

Msg 7416, Level 16, State 2, Line 1

Access to the remote server is denied because no login-mapping exists.

Really... what is it I'm missing out on?

I'm going nuts here!