Linked Server - transaction interface not supported

[snufse1]

I have a linked server that connects to db2/400. When running the script:

Insert into #JDE_EqmTable(jde_cost_code, jde_sum_hrs, jde_uom)
Exec ('Call QGPL.get_eqmqty(?)', @JobNumber1) AT AS400SRV_MSOLEDB

I get error:
The requested operation could not be performed because OLE DB provider "DB2OLEDB" for linked server "AS400SRV_MSOLEDB" does not support the required transaction interface.

Now, when I comment out the line "Insert into....." it works fine.