Help need for Link Server Query

Hi All
I need help with following query as giving error "Incorrect syntax near '2010'."
INSERT INTO DEL_SALE
SELECT * FROM OPENQUERY(AV41,'SELECT * FROM AV.ADV_STREAM_RPT_DATA WHERE Last_Updated between '2010-08-16' AND '2010-08-18'')
Thanks...

Since you're passing the query statement as a string, starting and ending with a single quote, you have to double up each and every single quote.
SELECT * FROM OPENQUERY(AV41, 'SELECT * FROM AV.ADV_STREAM_RPT_DATA WHERE Last_Updated between ''2010-08-16'' AND ''2010-08-18''')
Note that these are doubled single-quotes (ASCII 39) not double-quotes (ASCII 34). And yes, those are three single quotes at the end.