Is the snippet of code you seek hosted on your site's server?
If so, I would make a habit of including using something like this:
<?php include($_SERVER['DOCUMENT_ROOT'].'/whateverfolder/codesnippet.php'); ?>
By including $_SERVER['DOCUMENT_ROOT'] as the root, PHP automatically fills your site's root in it's place.. then after the dot, ensure you have the remainder of the directory structure and file name correct.
Hope that helps.
Cheers,
NRG
*Edit.. I saw you posted again just as I was replying..
Check in your php.ini for these lines:
allow_url_fopen = On
allow_url_include = Off <-- this is my default setting.. perhaps you need to turn this on as well as ensure allow_url_fopen = On too..
You can find this quickly by opening the .ini file, and hitting control + f.. then type in 'fopen' in the search field.
Ensure that both allow_url_fopen and allow_url_include is not commented out and be sure it is = On. This might be the issue you are having?