I think in short the answer is no.
If the tables were in seperate databases on the same server it wouldnt be a problem. But different tables in different databases on different servers being able to be linked to my knowledge is not possible.
A real bodge solution would be to read in from one DB connection the data you need, then within the other connection create a temporary table to link to the other table required.
This would take some time and I wouldnt really recommend it.