SELECT from a table in another database

Hi!

I'm having a problem with a SQL-sentence like this:

    SELECT * from DATABASE.Table;

I get an error saying: 'parse error at or near "."'

I've done this in MySQL and Oracle without any problem, and found it
strange that I couldn't do it in Postgres.

Am I missing something, or do
I have to use another syntax to be able to select from tables in another
databases?