XMLHttpRequest is limited. It dosn't allow you to make cross domain request - security issue. But, there is still posibility to make cross domain scripting. For example: document.write( '<script src='www.other-domain.com/cross-domain.js'></script>' ); XMLHttpRequest - is better - because you can use XML or plain text format, or you can GET or POST data XMLHttpRequest - is worse - because you cann't use it in cross-domain environment without proxy.

If you plane to make a service similar to the Google Search Api - just try this script. It allow you to make cross domain ajax scripting.