Also - make sure you include the login and password in the openrowset query

You had:

SELECT a.*  FROM OPENROWSET( 'SQLOLEDB', 'dbname' ,'select * from dba.dbo.ServerTypes')AS a

Try

SELECT a.* FROM OPENROWSET('SQLOLEDB','ServerName';'sa';'MyPassword,

'SELECT...

A couple things to ensure -

1.  You are logged in using SQL Authentication

2.  Your SQL Server's service account is using a domain account (with access to the target servers...

Look under \\... Microsoft\MSSQLServer\Providers....

DBCC CHECKTABLE(tablename) is not needed since DBCC CheckDB checks every table in the database already

I1 = Index

U1 = Unique Constaint

However make sure that your registry settings for that particular OLEDB Provider have a value of

DisAllowAdHocAccess = 0

If this is non-existant it will not allow adhoc access (i.e. OpenQuery,...

You'd probably be better off using SQLOLEDB provider rather than MSDASQL (which requires a ODBC DSN)

Why don't you just use Profiler?

Does it just time out, or is there an error message of some sort?

You don't have to use dbo in the queries (although it's probably not best practice) as long as the database is owned by dbo.  Is your SQL Server database owned...

Collation compatible

You will have no problems that I can forsee, as long as the Domain User account is a local Admin.   I would recommend trying this on a test / development...

You could probably find this information in the Windows event log, if you are logging informational messages.

Use OpenQuery or OpenRowset

Make sure that the DisAllowAdHocAccess registry setting is set to 0  (zero)  for whichever OLE DB Provider that you are using.  

From Microsoft web....

"... with the DisallowAdHocAccess property set to 1...