it is very possible to send the data to a different host, however you have to call to that server in your connect db statement;
for example your other host is mysql.server2.com , you may include the following in your current host db connect file.
$link = mysql_connect("mysql.server2.com", "username", "password")
or die("Could not connect");
$db = mysql_select_db("your_db", $link)
or die("Could not select database");
however, from practice, I would not recommend this method since one server may be experiencing downtime which will affect the other.