Old time VFP'er doing first job with ASP+VBS+ADO

So far so good, but now I have to get data from a table in SQL Server, then get one (same) column of a table in another database and eliminate any record that appears in both sets.

That should be fairly easy to do in TSQL but can I JOIN two tables in different databases? (i.e. two open ADO connections?) Somehow I don't think so. If that's the case, on to plan B: persist the first result set and query it against the second database. In VFP that is easy to do with a temporary cursor. How do I do that in vbs w/ADO?

Any help appreciated.