SQL Server Linked Server to Progress is slow with an openquery view

Question

We have a SQL Server database setup with a Linked Server setup connecting to a Progress OpenEdge database. We created a SQL Server view (for using with SSRS) of some of the OpenEdge tables using code similar to the following:

CREATE VIEW accounts AS SELECT * FROM OPENQUERY(myLinkedServerName,
'SELECT * FROM PUB.accounts')

CREATE VIEW clients AS SELECT * FROM OPENQUERY(myLinkedServerName,
'SELECT * FROM PUB.clients')

For some reason the queries seem to bring back the whole table and then filter on the SQL side instead of executing the query on the Progress side. I'm a dev and not a DBA so I'm hoping the experts can hook me up with a solution or at least an explanation as to why.

Thanks.