The ability to connect to two different datasources at the same time is not available in BO. Depending on your database, there may be ways around this. For example, in Oracle we set up "dbLinks" that allow us to access data in one database while actually connected to another. When specifying tables in the From clause this uses the syntax "tablename@dblinkname". I don't know if this is available in other types of databases and it's something your DBA will have to set up. Also, it means that you need to use derived tables to get to the tables from the other database instead of just selecting the table from the list.
-Dell
A computer only does what you actually told it to do - not what you thought you told it to do.