Across Servers

A few questions for this thread.

First, I realized that I cannot do a SELECT INTO across servers.
"You cannot create new_table on a remote server"

Second, I have successfully create a linkserver object in my company's SQL Server and able to query against a vendor's SQL Server/database.

Now, I am in a situation where I need something reverse. I am executing code in the vendor's server/database (read-only). I need to SAVE data to my database on my company's server. Since the Vendor only gave us read-only access, I am not able to create a linkserver ojbect on their servers and call my database. Can I still create a linkserver object on my company's server and call it from the vendor side script?

If this can be achieve and if you have the script to create the linkserver, using OLEDB (i assume), it will help me.

I guess the other option is to run the linkserver object against the vendor's database and bring back the result set to our company's server.