SQL query 2 different databases and combine output to file?

I've done this the other way around - used a SQL Query to get data from an external DB and then a standard Query to check for additional data from Lawson. You just have to build the 2nd query with the first and check one record at a time.

That is a valid approach. The "join" is done by looping thru one result set and looking, one record at a time, at the other database. So, depending on what you're doing, performance may be an issue. You could probably also take your DTS SQL approach in PFI using a single SQL statement using linked databases.

As John mentioned, you can use PFI (SQL Query) but I don't know how to link two different databases.

I use SQR language to query different databases like ORACLE, DB2 or Informix in one single sql.

"Linked servers" is a function of the database itself, and is definitely part of SQL Server, so it should work for a query thru PFI's SQLQuery node.
There are 3 steps:
-- Create linked server reference to Database Engine instance on another machine
EXEC master.dbo.sp_addlinkedserver @server = N'SERVERNAME\INSTANCENAME', @srvproduct=N'SQL Server'
GO
-- Use current login's security context for the link
EXEC master.dbo.sp_addlinkedsrvlogin @rmtsrvname = N'SERVERNAME\INSTANCENAME', @rmtuser = N'lawson' , @rmtpassword = N'lawson' , @useself = N'False'
GO

-- Run a test query
SELECT EMP.LAST_NAME, PEM.EMPLOYEE,EMP.EMPLOYEE
FROM [SERVERNAME\INSTANCENAME].LawProd.lawson.EMPLOYEE EMP
JOIN [SERVERNAME\INSTANCENAME].LawProd.lawson.PAEMPLOYEE PEM
ON PEM.COMPANY = EMP.COMPANY
AND PEM.EMPLOYEE = EMP.EMPLOYEE
GO

Thanks John!  I will give that a try...

Manley