How exactly are you running the remote SP? You will need to ensure that your MSDTC setup is working properly if you want to insert the results of the remote proc into a local table. Check out this TechNet article for generic troubleshooting steps: http://support.microsoft.com/default.aspx?scid=kb;en-us;306212

If your local batch is doing any kind of data modification operation (including INSERT of any form) there will be an implicit local transaction, which will be automatically promoted to a distributed transaction and thus require MSDTC to be working properly. Your SET XACT_ABORT setting will probably be relevant here too.

Regards,

Jacob