Hmmm, I just thought of couple of workarounds. You could try to include a PHP file that has this in it...
<?include("/home/user/anotherdomain.com/html/file.html")?>
Then include it with <!--#include file="file.php" -->
Or do it more versatile
In your html page:
<!--#set var="filetoinclude" value="/home/user/anotherdomain.com/html/file.html" -->
<!--#include file="file.php" -->
in file.php:
<?include($filetoinclude)?>
In file.php you have to have some security measures so evil people can't include any kind of file on your server. I just made it simple, just so you get an idea how you can do it
