If you know the appropriate connection string to access the "other" database. You can use a module like SQLGridSelectedView (www.tressleworks.ca) or SQLView (www.dnnstuff.com) to access the database. These modules are free and allow the user to specify the connection string to be used when accessing a database.
For example, you can use the existing DNN database connection string where the database is defined and change it to the "other" database, then you can perform selects without referencing the database name. If you have Northwind example database installed, you can used something like:
Server=(local);Database=Norhtwind;uid=uuuu;pwd=ppppp;
as the connection string. For help with connection strings, see www.connectionstrings.com Based on the connection string you can access a Excel file, MS Access, Oracle, MySQL, and many other data stores.
Hope this helps,
Paul.