Include a global header

Hi all, I have a file "globalheader.php" it contains CSS and a couple Divs and links. I need to include this file in all theme headers, I thought of adding:
<?php include('http://mysite.com/wp-content/themes/globalheader.php'); ?>
Now, I cannot have a file on a per-theme basis, because one edit would have to be made on all the themes, so that is the reason for the one global header file.

When I use the code above in the theme's "header.php" file, It does not load anything. Why is that? What am I doing Wrong?

Also tried placng the header file in wp-content and including it with:
<?php include('../../tanfemeninaheader.php'); ?>

Thanks in Advance