As I mentioned before, when I was working with the company Cybernetics, there is a way of creating false lookups when it might not be possible to do so normally (for instance system-system relationsships).
The blog http://andrewn23.blogspot.com/ describes in detail how this is done, so, if you are interested, please have a look. This technique can of course be enhanced in many ways.
Also, I am not certain if this technique is supported since Microsoft might decide to change the way some of these more internal pages (lookupsingle.aspx) work, hence breaking the customization.
The blog also mentions some hazards of using allcolumns that are very worthwhile reading (I like to use them to increase development time and change to specific attributes when I get performance issues).
So, take some time and have a look at it, I am however sad to see that the last entry was in october 2006.
CRM and SharePoint Consultant