Just in-case something inside your xmlhttp object creation is not setup correctly or you have not waited for the correct status, have you looked at some simple xamples like from XUL.fr or W3 Shools or Your HTML Source?
Below is a simple example. Notice the inline function for the onreadystatechange callback and the check on readystate and status. I believe your issue may reside in you note doing these checks, but without your code I could be wrong.
<html>
<head>
<script>
function submitForm()
{
var xhr;
try { xhr = new ActiveXObject('Msxml2.XMLHTTP'); }
catch (e)
{
try { xhr = new ActiveXObject('Microsoft.XMLHTTP'); }
catch (e2)
{
try { xhr = new XMLHttpRequest(); }
catch (e3) { xhr = false; }
}
}
xhr.onreadystatechange = function()
{
if(xhr.readyState == 4)
{
if(xhr.status == 200)
document.ajax.dyn="Received:" + xhr.responseText;
else
document.ajax.dyn="Error code " + xhr.status;
}
};
xhr.open(GET, "data.txt", true);
xhr.send(null);
}
</script>
</head>
<body>
<FORM method="POST" name="ajax" action="">
<INPUT type="BUTTON" value="Submit" ONCLICK="submitForm()">
<INPUT type="text" name="dyn" value="">
</FORM>
</body>
</html>