It is unavoidable that you must reference the remote object using a four-part-name, but you can use synonyms to make a remote table look like a local table.
The four-part-name is composed of [The server name].[The remote database name].[The remote schema (usually dbo)].[The remote table name]
and all parts must be specified for queries made against linked servers.
You can, however, create a synonym in a local database to avoid having to specify the four-part-name each time you reference the table.
CREATE SYNONYM [synonymName] FOR [four].[part].[name].[here]
For example, you could proxy an entire database by creating synonyms for each table. Something like the following should work:
SELECT DISTINCT 'CREATE SCHEMA ['+TABLE_SCHEMA+'];'
FROM [INFORMATION_SCHEMA].[TABLES]
WHERE TABLE_SCHEMA <> 'dbo';
SELECT 'CREATE SYNONYM ['+TABLE_SCHEMA+'].['+TABLE_NAME+'] FOR [192.168.0.45].['+TABLE_CATALOG+'].['+TABLE_SCHEMA+'].['+TABLE_NAME+'];'
FROM [INFORMATION_SCHEMA].[TABLES];
Running such a script will produce a script which you can run on the server you are using as a proxy to create all of the synonyms.