<?php include "http://www.example.co.uk/text.txt"; ?>
Please put the above into a standalone .php file somewhere on your server.
Then load this file.
Please let me know what error messages you see on the screen.
If you did not see any error messages, please remember to turn on error_display in your php.ini. (you can do a quick google to see how to turn on the error_display. Also, if you change the php.ini, you might need to restart your web server so that the setting is reloaded.)
I believe it's the setting of your php.ini that does not allow remote include: http://stackoverflow.com/questions/1158348/including-a-remote-file-in-php
But let's take a look at the error message and we can confirm this.