+1 to that, mad_jock.
I'm surprised to hear the logic of some pilots I fly with. I had a pilot (Captain) within the last week tell me that if there wasn't a usable altimeter setting available at the airport you were flying an instrument approach at, you could use the altimeter setting from another airplane on 126.7 that's nearby. I tried explaining that it firstly isn't safe and that it also isn't legal but that had no effect.