Thanks for the report.
We're looking into this - it looks like our parser doesn't fully support linked servers.
It tries to translate that four part name such that LinkServer is a literal SQL Server instance name.
I'll pass this on to the appropriate development team. We may be able to add this support for a future release, provided that the server on the other end of the link is a SQL Server 2000 or 2005 instance. Meantime, you should still be able to use a literal server name, assuming that server is a SQL Server 2000 or 2005 instance.