Linked Server Error on SQL Agent Job
I've not seen this exactly before, it does seem strange that you can run the query manually but not as an agent job. This is not unheard of though SQL Server Central has a similar post a couple of years ago, but has some reasonably complex queries involved.

What is the query you're trying to run doing?

As Tom V said, it would be helpful to know what version of SQL Server you're both running the query from, and where the linked server is connecting to

When you run the query manually: 


Is it everything that the Agent job is doing (There isn't more than one step in the Agent job)?  
Are you using the same account as the Agent job is run as?


As a start, it's worth checking your MSDTC configuration on both servers. I don't know if it'll be that in this case but it's best to try and eliminate simple things first. Have a look at these sites to get some details on that:

https://stackoverflow.com/questions/10130767
MSDN