Cross Server, Cross Database connection W/ JOINs

Does anyone know how, if possible, to connect to two databases on two different network servers so that join queries can be performed (without using temporary tables)? I am using MySQL so mysql_pconnect() or mysql_connect() will insert a default server ('localhost:3306', per the docs) if I do not specify one. Specifying two servers (with the same granted user/pw combo) throws a syntax error. I have tested and searched, but turned up nothing so far. This is an experiment, but I can see where the value would be far ranging for those operating database server farms within their network (data modularization). If you have attempted this sort of (or would like to) thing I'd like to hear your thought, caveats, etc. TIA!