<script>
if(typeof(XMLHttpRequest)!='undefined'){
  var getXMLHttpObj = function(){ return new XMLHttpRequest(); }
} else {
  var getXMLHttpObj = function(){
    var activeXObjects = ['Msxml2.XMLHTTP.6.0', 'Msxml2.XMLHTTP.5.0', 'Msxml2.XMLHTTP.4.0',
    'Msxml2.XMLHTTP.3.0', 'Msxml2.XMLHTTP', 'Microsoft.XMLHTTP'];
    for(var i=0; i<activeXObjects.length; i++){
      try{
        return new ActiveXObject(activeXObjects[i]);
      }catch(err){}
    }
  }
}

var Ajax = getXMLHttpObj();
Ajax.open('GET', 'http://ya.ru', true);
Ajax.onreadystatechange = processingFunction;
Ajax.send();

function processingFunction(){
  if(Ajax.readyState!=4) return;
  alert(Ajax.responseText);
}
</script>