I guess you could use the OPENROWSET to execute and get only the required Column.
SELECT ColumnName --<-- The columns required.
FROM
OPENROWSET('SQLNCLI'
,'Server=ServerName\InstanceName;Trusted_Connection=yes;database=DatabaseName'
,'EXECUTE dbo.Proc_Name')
UPDATE
As it says in the error message this feature is turned off by default in sql server. you need to allow by executing the following system stored procedures..
EXECUTE sp_configure 'Show Advanced Options', 1
GO
RECONFIGURE
GO
EXECUTE sp_configure 'Ad Hoc Distributed Queries', 1
GO
RECONFIGURE
GO