Yes I've have, with SQL Server to SQL Server, SQL Server to VFP6, SQL Server to Oracle 8, and SQL Server to Excel.

What is it you are actually trying to achieve? OLE DB can be a minefield, it's usually just down to working out the syntax in the connection string.

Performance is usually pretty good, although I had a lot of trouble with the Oracle link until I realised it was actually ignoring the data link to the remote site and routing via the Internet...no wonder it was a bit hit and miss...

Regards
Simon