Allowing external files to include WP files

Hi, I would like to know if/how it is possible to include some of the WP files into external files using a php command like this: <? include(‘awordpressfile.php’); ?>.

Firstly, is this possible as I have tried it and i get an error informing me that i cannot.

Secondly, how can i do this if it is possible? Is there a file that i must edit in order for it to allow inclusion of WP sys files?

Please could you reply as soon as possible, thanks

Kind regards,

JWagener