How do I get a value from another website?

How do I get a value from another website?

How do I get a value from another website?
Here is some pseudo-code to clarify what I intend to do:
My-site.com:
// I understand that this would block
echo get_value_from_site('http://another-site.com?from=http://my-site.com');
Another-site.com:
if (isset($_GET['from'])) {
// the string I'm sending is a variable that can change
send_to_site($_GET['from'], 'Here is your information, Sirver.');
}
I hope I've made myself clear.
I've searched on Google, but I do not find any question or answer except
"how to use $_GET".
If you need any more information, please leave a comment.
Thanks in advance!