As long as your able to grab the info from the other site using a CF script - then you could do something like this:
myXML = new XML();
myXML.onLoad = convertXML;
myXML.load("YourCFXMLGrabberScript.cfm");
function convertXML () {
......
}
The script goes out - grabs the XML. You could not have to assign any type of variable in this case - You would only want to grab the exact format and content of the XML on the other site - then print it out to the script the same way. That will then be read in by Flash - and you can do all that XML conversion/formatting stuff just like on your other flash movie that your using on a different site.