I have a linked server and I'm having a tough time referencing it properly.If I open SQL Management Studio and run a query on the server itself it works great.However, I want to take that query ...

Select statements issued across linked servers will simply use two different transactions, one on the source server and one on the remote server.

That server then breaks down the query (exactly as your server did) and passes whatever SQL it needs to whatever linked servers it has.

A fundamental skill for DBAs is to have a firm understanding of the SQL Server database engine's system databases. Tim Chapman discusses these system databases.