如果目标是SQL Server 2005+，则从SQL Server内部进行

SELECT * FROM OPENQUERY (
         myLinkedServer, 
         'SELECT
             @@SERVERNAME AS TargetServerName,
             SUSER_SNAME() AS ConnectedWith,
             DB_NAME() AS DefaultDB,
             client_net_address AS IPAddress
          FROM
              sys.dm_exec_connections
          WHERE
              session_id = @@SPID
        ')

您当然可以随意调整它。