when I run this query :

EXEC sp_addlinkedserver 'exchange','Exchange OLE DB
provider','exoledb.DataSource.1',
'file://./backofficestorage/domain-name.com/public
folders';

CREATE VIEW V_Contacts
AS
SELECT convert(nvarchar(30),"urn:schemas:contacts:sn")
LastName,
Convert(nvarchar(30),"urn:schemas:contacts:givenname")
FirstName,
Convert(nvarchar(30), "urn:schemas:contacts") Company,
Convert(nvarchar(50), "urn:schemas:contacts:email1") Email,
"urn:schemas:contacts:bday" BirthDay
FROM OpenQuery(Exchange,'SELECT "urn:schemas:contact:sn",
"urn:schemas:contacts:givenname",
"urn:schemas:contacts",
"urn:schemas:contacts:email1",
"urn:schemas:contacts:bday"
FROM SCOPE(''.\contacts'')')


I get the following error ->
Server: Msg 7399, Level 16, State 1, Procedure V_Contacts,
Line 3
OLE DB provider 'exoledb.DataSource.1' reported an error.
Authentication failed.
OLE DB error trace [OLE/DB Provider 'exoledb.DataSource.1'
IDBInitialize::Initialize returned 0x80040e4d:
Authentication failed.].


I am logged in with the sa via SQL authentication,
If I try to log in with windows aythentication( and my own
user) I get an Acces denied error.

Anyone got any idea how to fix this?
What kind of rights do I need to get past this problem?