// If IE is used, create a wrapper for the XMLHttpRequest object
  if ( typeof XMLHttpRequest == "undefined" )
          XMLHttpRequest = function(){
                  // Internet Explorer uses an ActiveXObject to create a new
                  // XMLHttpRequest object
                  return new ActiveXObject(
                          // IE 5 uses a different XMLHTTP object from IE 6
                          navigator.userAgent.indexOf("MSIE 5") >= 0 ?
                          "Microsoft.XMLHTTP" : "Msxml2.XMLHTTP"
                  );
          };
  
  // Create the request object
  var xml = new XMLHttpRequest();
  
  // Open the socket
  xml.open("GET", "/some/url.cgi", true);
  
  // Establish the connection to the server and send any additional data
  xml.send();