var xmlhttpreq;

if(window.XMLHttpRequest){
     /* Most browsers use a XMLHttpRequest object for making
        AJAX Requests */
     xmlhttpreq=new XMLHttpRequest();
}
else if(window.ActiveXObject){
     /* Internet Explorer uses ActiveXObject for making
        AJAX Requests */
     xmlhttpreq=new ActiveXObject("Microsoft.XMLHTTP");
}

xmlhttpreq.open("GET","http://www.example.com/do_something",false);

if (window.XMLHttpRequest) {
     xmlhttpreq.send(null);
} else { 
     xmlhttpreq.send();
}

/* The server's response is stored in the variable 'response' */
var response = xmlhttpreq.responseText;