--Below code is for all the user using SQL server 2000
--Assuming you want to check for "DestinationDB" server
-- In case Server is linked you will get 'Exist' as output else there will be no output

Select 'Exist' Where Exists (Select [srvid] From sysservers Where srvName='DestinationDB')

--Below code is for all the user using SQL server 2005

Select 'Exist' Where Exists (Select server_id From sys.servers Where [Name]='DestinationDB')