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Possible to write a query that joins data from sql db and mysql db?

Last Modified: 2012-05-05
Kinda think I know the answer, but, you never know until you ask...

Is it possible to write a query that will join data from a mysql table to data in a sql table?  MySQL table contains Id | Code, and MSSQL table contains Code | Name.  I'd like to write something kinda like this:

SELECT * FROM mysqltable, mssqltable
LEFT JOIN mssqltable
ON mysqltable.Code = mssqltable.Code

Pipe dream?
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