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BUT - you CAN include pages and files to other web sites using javascript, and certain Perl modules. There are a few scripts that will help you accomplish this available from places like cgi-resources and HotScripts. One is called something like 'The Includer', if I remember correctly. It uses javascript.
Cron jobs and file transfer modules are used sometimes to share whole databases from server to server. That's a bit more complicated, and some host providers will not allow it.
Alternately, there's always iframes as a quick and dirty solution.