No, it makes no sense.
Including code from remote servers is something which SHOULD NOT BE DONE, under any circumstances.
If you simply want to send a message to the remote server, don't use include() !
If you just want to send a message to the remote server, I suggest that you consider either letting the client-side do it (e.g. an image or iframe with the PHP page as its source), or making a server-server connection, which you can do under some circumstances in ASP by using a COM class MSXML.XmlHttpRequest or something (That is probably incorrect but you get the gist. Go and read the MSDN docs).
Mark