Cannot create an instance of OLE DB.

Hi,
In my SQL 2005 server, I've got an ODBC Connection to Prologue Criteria.
I can get data with a script, executed in my server, and using
ADODB.Connection via ODBC.
But I cannot create an instance of OLE DB via a linked server.

I've tried all options of the Management Studio for my linked server, but
OLE DB doesn't work, I always get "Cannot create an instance of OLE DB".

Can SQL Server connect ODBC via ADODB?
Is there another options differents of the Management Sutdio ones?

Thanks for all.

Marc.