You Don't Need JQuery Ajax Requests
blog.garstasio.com
blog.garstasio.com
Well, XDomainRequest is extremely limited. You can only send text/plain content-types (no JSON). You can't specify custom request headers and the source page and server must be using the same scheme. Basically, XHR CORS on IE 8 and 9 are essentially not possible.
I wrote an ajaxTransport for jQuery to accomplish this exact thing years ago; I can ask about open sourcing it if there's interest since I doubt it's in use anymore since our browser set is IE10+ at this point.