How Do I Reference A Table In One Database From A SQL Script Running In Another Database?

I am construvcting a number of databases, some of which contain
sensitive data and most of which do not. I am attempting to handle the
security issues involved in protecting sensitive data in part by
putting it in its own database. If the sensitive data is in a database
called d_SensitiveData, and in that database there is a table called
't_A' (I know, not very informative, but this is only a trivially
simple example :-), and I have a script running in a database
'NotSensitiveData' (i.e. there is a statement at the beginning of the
script "USE NotSensitiveData"), how do I referenece the primary key in
table 'A'?

I tried a variety of things like:

ALTER TABLE t_nsX
ADD CONSTRAINT FK_PersonID FOREIGN KEY (p_idPerson)
REFERENCES SensitiveData.t_A (p_idPerson);

The above is, in fact, my latest attempt. Everything I tried has
failed precisely at the point where I specify a table in a different
database. So what is the trick to refering to a table in one database
when using another database?

This will be used in a ASP.NET v3 application where one of the things I
want to do is have the authentication provider be a different database
from the one used for the main application data.

Does anyone know of an example I can download from the web that does
the same sort of thing I want to try, with some discussion of security
issues involved (i.e. what I can do to harden the application and data
server)?

NB: I am an application developer, not a DBA nor a system
administrator.

Thanks

Ted