permissions problems creating a linked server

I am trying to create a linked server in the management studio and am getting an error

"A required operation could not be completed. You must be a member of the sysadmin role to perform this operation"

I have tried giving the user rights via

GRANT ALTER ANY LINKED SERVER TO [DOM\user]

as well as adding them to the setupadmin group. No luck.

I can add the linked server via sp_addlinkedserver as the user.

Any ideas?After searching some more I came across this.

http://msdn2.microsoft.com/en-us/library/aa560998.aspx

Which states you must be a member of the sysadmin role to create a linked server to do this via the management tools. Any idea why?

When I script the GUI all of the SP's it calls are available to logins with the setupadmin role or who have been granted access to alter any linked server.