Works fine for me... quick example:
test2.php
<?php
$message = "Hello world!";
?>
test.php
<?php
include "test2.php";
echo $message;
?>
output:
Hello world!
EDIT: Also, note that this loose coupling between these two files (e.g. you're magically picking a variable out of the air that was defined in some other file) isn't a good practice (IMHO, at least).
Instead, if you have the ability to modify the second file, I would instead encompass its functionality into either classes or functions that you can instantiate/call from the parent script.