Linked server in SQL Server 2005 using NT authentication impersonation
If it was possible to connect to a SQL Server without setting up a security context on that server, that would be a serious security hole.  So, there must be a security context.

If you can ride on some existing rights that are already defined, then fine, but likely any existing security context was not tailored for your need. And since you want a specific account it is further complicated.

Perhaps you could have a SQL Agent job created on the RemoteServer that would periodically PUSH the data to a staging table on your LocalServer.  (This would also allow the RemoteServer administrators to control what happens, just in case that is an issue.) 

Then you would grant rights on your LocalServer to allow the RemoteServer's job to insert data into the staging table on your LocalServer.

Note: When SQL Agent runs a job using a credential it is not impersonating the account, but should be viewed as logging in using the credential's account name and password.