You do not give a lot of information, but one thing you can do if you need to do this in the browser is that your browser technology (applet, flash, javascript, silverlight) exchange data with your server, and your server does call on their behalf.
This provides several advantages, one of which is that if you ever want to change a third-party application, you just change it on the server.
Some third-party sites may be unhappy if they are accessed by random customers.
It also allows the server to do some processing so that the client can do the rest of the processing.
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