1). We want our application to load from an external server.

Specify the way in the Application Builder in field "External IFrame Url".

But we did not get when viewing applications.

Maybe we have the wrong code in the file (which we indicated in the field "External IFrame Url"). Where can I see a sample code and format for this remote file?

2). Where used Security Key?

Have a look at this thread:  http://developer.myspace.com/Community/forums/t/426.aspx

For how the security key is used look here: http://developer.myspace.com/community/RestfulAPIs/authentication.aspx and there are lots of related posts in this forum (search for "oauth").

 Yes Jonathan, but how would a person use MySpace's "external iFrame"?    Facebook has a JS API for authenticating a session, but it kinda sucks here to have to write up some kind of authentication

Especially when the app's needs are so simple....