This will work as I have several that link from 2005 to higher versions including 2012. Here is how I have things set. Linked Server: Whatever Name you want Provider: SQL Native Client Product Name: sql_server Data Source: [insert your Server\instance here] Provider: Location: Catalog: [insert your database name here or leave it blank]
If this does not work then try one first. If you can log onto the SQL server and test the link from there. If it works from the server but not your workstation then you are having a Kerberos/Double hop issue. Let me know and I think I can help with that as well but you will need a server admin to actually do the fix unless you have Domain Admin rights.