One way would be to use a SOAP call; do you have a web server that you could make a call to with the entered data?
To do this you'd create a data connection to the SOAP service that does the validation, add hidden fields for the parameters and the response, and then in the exit event for the field, click the hidden submit button to call the service.
Try creating the service and a connection to it first - testing a connection to a web service is pretty easy. You add the WSDL, drop the request and response fields from the Data View onto the form, drop the button that submits the response and hit Preview. Fill out the request fields and hit the button, and the response fields should fill in with the results of the call.
Once that works, you can set the request fields programmatically, programmatically click the button by using buttonName.execEvent("click") and then programmatically get the values from the response fields.
Let me know if this doesn't make sense to you, it seems a little strange but once you get it, it's not so bad.
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Steve Tibbett, Developer Guy
Adobe Systems