query multiple databases

Hi All,
I am just starting out with postgreSQL. I have retail inventory system
written in MS-SQL, but now I want to use Linux and, hence, postgreSQL.

My existing app uses lots of SQL that query 2 or more seperate databases. I
have just read that this can;t be done in postgreSQL. Is this true?

If so, are there any obvious work-arounds? Or must I simply combine all my
databases into one? I really don't want to do that!

If this limitation exists, can anybody recomend another database that
doesn't cost a fortune but has similar strength-of-features to
MS-SQL/postgreSQL?

Thanks,
Adam