>Hi Sergey, I'm trying to import data from a linked server table into a SQL server table but only records that aren't already present (on the SQL end) cheers

Try

INSERT INTO dbo.ListNos 
	SELECT li_no AS AdmitList, lux_or_uk AS LuxOrUK
	From lcsshare...ListNos  
	WHERE li_no NOT IN (SELECT li_no From dbo.ListNos)