SQL Server Linked Server error and Query Problem

I have two servers running SQL Server 2000 and SQL Server 2005.
There is a database A,B in SQL Server 2000. Similarly I have the same in A,B in SQL Server 2005. A,B are name of the database. I have a linked server pointing from SQL Server 2005 database A to SQL Server 2000 database B. Here the scenario is I can able to access database SQL Server 2000 database B from SQL Server 2005. Two issues I face I am randomly getting the error: > OLE DB provider "SQLNCLI" for linked server "SQL2000" returned > message "Communication link failure". Msg 10054, Level 16, State 1, > Line 0 TCP Provider: An existing connection was forcibly closed by the > remote host. Msg 18456, Level 14, State 1, Line 0 Login failed for > user 'NT AUTHORITY\ANONYMOUS LOGON'. How to resolve this error? Also, when the user want to access the database located in the same server what must be done? I mean accessing the database SQL Server 2005 database A and SQL Server 2005 database A i.e ignoring the linked server.