Three Databases?

Is it possible to open up three databases in the same ASP file (three different variables set to Server.CreateObject("ADO etc...) and then open up a recordset for two of them, and use the SQL statement "INSERT INTO" to put the values from the two other databases into one? I'm wondering, with the insert into statement how does it know which database to insert into, is there another field where you can put the database name and the table name or no?

Thanks,
Paul Morgan