Linked Server Between two machines in different domains with different SQL versions

hi everybody

well im trying to create a linked server were the source is a database
on SQL server 2000 and the destination is an SQL server 2005 and the
two servers on different domains

now when i run the openquery statment i get an error says

OLE DB provider "SQLNCLI" for linked server "HR" returned message
"Login timeout expired".
OLE DB provider "SQLNCLI" for linked server "HR" returned message "An
error has occurred while establishing a connection to the server. When
connecting to SQL Server 2005, this failure may be caused by the fact
that under the default settings SQL Server does not allow remote
connections.".
Msg 10061, Level 16, State 1, Line 0
TCP Provider: No connection could be made because the target machine
actively refused it.


and im not sure if i created the linked server correctly, so can anyone
help me in that, and if it was correct and the error was generated
because of another reason can anyone to tell me whats wrong because the
message not that clear for me

.

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