Script for External URL Fails to Run Correctly

I am new to Sitefinity, so I apologize in advance for my question.

We have been given a script from a vendor that works perfectly in standard HTML.  Once we input into a New Java Script Widget, when previewing or live it fails and throws an error message from the vendor.  

All other scripts work fine.  All the other scripts whether internal or external are .js files or actual script.  I didn't know if being in a php could be causing issues.  Again throwing the code below into a blank html document pulls the content up just fine.

The coding looks like this:

<script src="code.jquery.com/jquery-latest.min.js" type="text/javascript"></script>

<script type="text/javascript" src="mydomain.xxxxx.xxxxx.com/main.php

Any help would be appreciated!

***Update

I think this has to do with allowing permissions to the external site (IP, domain etc.) But I am unable to find where I can add that permission in for this external content from a 3rd part provider.  Any Suggestions?

Sorry, was a problem with the 3rd party content provider and a bug on their side.

Thanks,
Adam