Ok, assuming this form is on another web server:
1) Open your PHP.INI file (in \Windows or \Winnt). Make sure the following line is present : allow_url_fopen = On
This allows fopen() and other functions to retrieve external pages on other servers
2) In your PHP script, be certain to include the "http://..." in the filename. Even if it resides on your own server, this is necessary.
3) Check the page on the external site with the form that you have to fill out. Make sure it does not say METHOD="POST". This will complicate matters greatly. Opening a url by "link.asp?var=..." is called the GET method. Im not 100% sure, but I think if you are trying to access form results that use the post method, the only way you could accomplish this is with CURL (a library included with PHP). Again, im not sure, but I think its possible.