I am trying to use open query to run a stored procedure in a remote database, and insert it into a table in my local database:

-- this works
exec remotesvr.sys.dbo.golden_table 'some', 'parameters'

While the above works out, I try the following:

insert into my_local_table
exec remotesvr.sys.dbo.golden_table 'some', 'parameters'

I get a SQL error to the effect of 'unable to begin a distributed transaction'.

Is there any way around this?, i.e. can I execute take the results of a remote stored procedure and put its contents in a local table?