Delete Openquery

[Gohl]

Does anybody have any ideas why I can’t delete * from an openquery? My tests are weird results. With this:
Delete openquery ([SX3_UTPRODB3],'SELECT * FROM PUB.vendormaintenance where vendorkey = ''1''')
It deletes that one record.

With this:
Delete openquery ([SX3_UTPRODB3],'SELECT * FROM PUB.vendormaintenance where vendorkey = ''2''' or vendorkey = ''3''')
It deletes 2 records.

With this:
Delete openquery ([SX3_UTPRODB3],'SELECT * FROM PUB.vendormaintenance')
And this:
Delete openquery ([SX3_UTPRODB3],'SELECT * FROM PUB.vendormaintenance where vendorkey > ''2'''')

I get this error:
OLE DB provider "MSDASQL" for linked server "SX3_UTPRODB3" returned message "[DataDirect][ODBC OPENEDGE driver]Cannot delete file: 'C:\WINDOWS\system32\'.".
OLE DB provider "MSDASQL" for linked server "SX3_UTPRODB3" returned message "[DataDirect][ODBC OPENEDGE driver]Cannot open file 'C:\WINDOWS\system32\'.".
Msg 7320, Level 16, State 2, Line 2
Cannot execute the query "SELECT * FROM PUB.vendormaintenance" against OLE DB provider "MSDASQL" for linked server "SX3_UTPRODB3".

Thanks for any help.