include("http://www.domain2.com/file.htm");
what do you thing the www.domain2.com is for? :-)
If you just want to indlude the OUTPUT of the remote script then everything is fine.
If you want to include the COD of the remote script, then that is an extremely BAD idea.
Why? becuase if you want to execute the remote code, it must be sent to you as plaintext, which means that anybody who requests taht document from the server can read the PHP code, and hack into your system in a matter of days.