Sp_Start_Job (on another server) fails with Could Not Find Server

Hi everyone.
I have created a linked server from Server1 to Server2
On Server1 I run:

EXEC Server2.msdb.dbo.sp_start_job @job_name = N'MyJob';

It fails with "Could not find Server2"
When I Test the Server2 Linked Server, it succeeds. The login exists too.

Any ideas? Thanks