When you include a file from a remote system it is parsed on that system 1st. Therefore, you only "see" any output from that file. Hence, in your example - echo "hello"; in the remote file gives you hello as the result.
You can get the contents of a remote web page/file into a variable, using the file_get_contents() function -
http://us2.php.net/manual/en/functio...t-contents.php If this is more than just the output from an echo (ie. a whole web page) you will need to search/parse the resultant string to find what you are expecting to get.
I seriously recommend downloading a copy of the PHP manual for reference. I personally use the chm version. In the above case, on the page for include, the "also see" section at the bottom shows the readfile() function. Readfile reads into the output buffer, but in the "also see" section of this page is file_get_contents, which reads into a string.
Also, browsing and/or searching (the search in the chm version works well) through the php manual will help make you more familiar with the functions available, so you will be able to find basic solutions on your own.
Download the php manual here -
http://us2.php.net/download-docs.php