Linked server - transaction interface not supported

[snufse]

Have following script:

declare @JobNumber1 char(12)
set @JobNumber1 = '     3505040'

CREATE TABLE	#JDE_EqmTable
		(  jde_cost_code nvarchar(15) unique,
		   jde_sum_hrs decimal(10,2),
           jde_uom char(2)
                                       )

Insert into #JDE_EqmTable(jde_cost_code, jde_sum_hrs, jde_uom) 
Exec ('Call QGPL.get_eqmqty(?)', @JobNumber1) AT AS400SRV_MSOLEDB

drop table #JDE_EqmTable

Getting error:
The requested operation could not be performed because OLE DB provider "DB2OLEDB" for linked server "AS400SRV_MSOLEDB" does not support the required transaction interface.

Connection string:
Provider=DB2OLEDB;User ID=VGWPRJA;Password=AMMT7584;Initial Catalog=VGSYS400;Network Transport Library=TCP;Host CCSID=37;PC Code Page=1252;Network Address=VGSYS400;Network Port=446;Package Collection=QGPL;Process Binary as Character=True;Connect Timeout=15;Units of Work=RUW;DBMS Platform=DB2/AS400;Defer Prepare=False;Rowset Cache Size=0;Max Pool Size=100;Persist Security Info=True;Connection Pooling=True;Derive Parameters=False;

The problem seems to be with the "Insert into....". If I comment out the "Insert into..." line query works fine. Any idea why the insert is not supported?

[skhanal]

Do you have MSDTC enabled?. You may try BEGIN DISTRIBUTED TRANSACTION and COMMIT to wrap INSERT statement.

[snufse]

MSDTC is enabled.

declare @JobNumber1 char(12)
set @JobNumber1 = ' 3505040'

CREATE TABLE #JDE_EqmTable
( jde_cost_code nvarchar(15) unique,
jde_sum_hrs decimal(10,2),
jde_uom char(2)
)
BEGIN DISTRIBUTED TRANSACTION
Insert into #JDE_EqmTable(jde_cost_code, jde_sum_hrs, jde_uom)
Exec ('Call QGPL.get_eqmqty(?)', @JobNumber1) AT AS400SRV_MSOLEDB
COMMIT
drop table #JDE_EqmTable

Still getting same error.

[rmiao]

Tried create linked server with Microsoft odbc provider?

[snufse]

It works with MSDASQL. I shall try.