I am trying to run a select statement across servers and databases. The syntax reports back OK, but when I try to save (stored procedure), I get an error indicating that heterogeneous queries require ANSI_Nulls and ANSI_Warnings to be enabled. I have tried to do this, both in the procedure itself, and on each server, using:

SET ANSI_NULL_DFLT_ON ON
SET ANSI_WARNINGS ON

I still get the error. Any ideas?? Any / All help is very appreciated.