>I pus those two settings on, but I still got the error.

Where/how did you set them?

>What is BOL ?

"SQL Server Books Online" - SQL Server help.

>
>>The OPENQUERY() (distributed query) requires

SET ANSI_WARNINGS ON
>>SET ANSI_NULLS ON

QA uses ODBC which sets both values to ON by default. A stored procedure uses SET ANSI_NULLS settings at the time of it's creation. Any SET ANSI_NULLS inside stored procedure are ignored. See BOL for more details.