JOINs over multiple databases: How to do them correctly?

Hello :)

Despite I'm using Drupal for a couple of years now, I'm still pretty new to module development. The search was not very helpful, so I post my question in the hope someone can help me with this:

I ran into a problem where I have to JOIN from Drupal's database and also from a second one.
My first quickfix solution to this problem was to use variable_get() and let the user assign the name of the second database. Since I dont think this is very comfortable I would prefer using multiple database connections with the db_set_active() function.

I think the problem is clear: db_set_active() rewrites the curly brackets to the active database and is not able to use both at the same time (ok how should it know which one is meant ;-) ).

For example:

$query="SELECT DISTINCT $d.{profile_values}.uid AS uid
  FROM ". $b .".users
  INNER JOIN $d.{profile_values} ON $b.users.nickname = $d.{profile_values}.value
  JOIN $d.{users} ON $d.{profile_values}.uid = $d.{users}.uid
  WHERE $d.{profile_values}.uid NOT IN (SELECT DISTINCT $d.{profile_values}.uid AS uid FROM $b.users
  INNER JOIN $d.{profile_values} ON $b.users.nickname = $d.{profile_values}.value
  JOIN $d.{users} ON $d.{profile_values}.uid = $d.{users}.uid
  JOIN $d.{users_roles} ON $d.{users}.uid = $d.{users_roles}.uid
  WHERE $d.{users_roles}.rid = ". $rid .");";

Hopefully someone can give me directions to solve this issue elegantly.
Thank you in advance
sincerely
Hannes