Originally XMLHttpRequest was an ActiveX object meaning that it's use was restricted to Microsoft-based intranets and not really suitable for websites. Fortunately the Mozilla team was interested enough to implement a JavaScript equivalent which has now spread not just to all Mozilla-based browsers but also to Gecko/KHTML-based browsers and Opera. Even IE7 no longer requires ActiveX to be installed to make use of XMLHttpRequest.
The JavaScript code we've developed comes in two parts. First we instantiate the XMLHttpRequest object and then process the response values. Also on this page you'll find some working examples and details on how to avoid the caching problem in Internet Explorer.