Use OPENROWSET or OPENDATASOURCE instead. Both allow you to pass credentials. This is your best option if you are unable to use a linked server.
This example works if you are using SQL Server logins.
SELECT a.*
FROM OPENROWSET('SQLNCLI', 'SERVER=<servername>;UID=<username>;PWD=<password>',
'SELECT FOO FROM FOO.BAR') AS a