How to Compare Table data in defferrent DB's

Hi
I would like to Compare table data in to defferrent DB's.
The one table is in a SQL2000 DB the other in Access DB?

I could always get two Datasets and compare in a for loop, work is done on
client machine (not very good), but isn't that the long way round, isn't
there a SQL Statement I could use so that the work is done on the server
itself.