Distributed transaction through DataDirect ODBC driver

I have a SQL Server database that needs to push data into a Progress database.

I have set up the Progress database via the following process:

- Created a ODBC System DSN on the SQL Server computer for the Progress database using the appropriate DataDirect driver.

- Add a linked server from SQL Server using the OLE DB provider for ODBC

If I then issue the TSQL statements:

begin tran

update .... set ....

I get the following error

The operation could not be performed because the OLE DB provider 'MSDASQL' was unable to begin a distributed transaction.

[OLE/DB provider returned message: Optional feature not implemented.]

OLE DB error trace .

How can I safely (ie, within a transaction that can be rolled back if necessary) perform a set of statements against the progress database from the SQL database?