SELECT a.field_one, b.field_two FROM database_one.table_one a, database_two.table_two b WHERE a.user_name = 'blah' AND a.t_key=b.t_key ORDER BY a.field_one LIMIT 10
Are you talking about two databases on 1 server or two databases on 2 different servers? In the latter case, you will need to use a separate database connection and multiple queries.
The user you logged into mysql with will need to have access permissions for both databases, you do not need to login/connect twice or create two database connections.