SQL Server 2005 provides three main methods to access a Linked Server: Distributed Queries using four-part naming convention (LinkedServer.Database.Schema.Table), Remote Stored Procedures that execute directly on the linked server, and the EXECUTE statement with the AT Linked Server clause for pass-through queries. OPENROWSET is an ad-hoc method that doesn't require a predefined linked server, making it distinct from these linked server-specific access methods.