You actually use the fopen command in php to open files across the net. Works really cool. I don't think it was available in php3 but it is on php4.
Anyways try it out. Here is the code and the file links that are in it actually work. I actually use this method to check photos on my site.
Happy trail
<?
//GOOD FILE LINK
$photolink="http://www.pinkbike.com/photo/pbpic16399.jpg";
//BAD FILE LINK
//$photolink="http://www.pinkbike.com/photo/filethatsnotthere.jpg";
$file = @fopen ($photolink, "r");
if (!$file) {
echo "<p>Unable to open remote file.<p>";
//some other file you want to display if file not available
$photolink="http://www.pinkbike.com/siteimages/buyselllink.jpg";
}
else
{
echo "<p>Yey! got the file<p>";
}
//Display file
print ("<img src=\"$photolink \">");
?>