The fastest method (in terms of performance) would be to move the tables from the foreign DB into the MODX database and use xPDO as Susan suggests.
http://bobsguides.com/custom-db-tables.html. That may not be practical, though, if you're not the database owner.
In that case, if it's a MySQL DB, you could try RowBoat:
http://rtfm.modx.com/extras/revo/rowboat.