I won't swear to it, but I don't believe remote connection for include, or require is supported under PHP. If you are just wanting to display a remote page within your page, or even a stand alone PHP script, use
readfile("http://www.site.com/page.foo");
This will simply read the file and print it to the screen. If it is a PHP file you are calling, then the server the page resides on will parse the PHP and print out the output.
This is essentially the same as using fopens() to read and print a file, but readfile() does it all in one step.