A robust Ajax Style web application has fine control over communication, including the ability to get and set HTTP headers, read response codes and deal with a different kind of server content. The JavaScripts XMLHttpRequest object is used to address all the problems of Ajax applications. The XMLHttpRequest object provides HTTP or HTTPS access to the client side scripting using the open method. There are several methods that can be used to develop a full-fledged Ajax Web Application.
The video below describes the use of the XMLHttpRequest object in detail.