How to use JSONP to overcome XSS issue?

Question

I have a piece of javascript executing on a jetty server which is sending a XMLHTTPRequest to a scoket on another server(wamp server). The request gets sent to the socket, however the XHR response seems to be getting blocked.

I have heard that I can use JSONP to overcome this problem. However as I am new to both javascript and I have never used JSONP technique before I would greatly appreciate any help in how to use this technique?

function sendPost(url, postdata, callback) {

xmlHttp=GetXmlHttpObject()

if (xmlHttp==null) {
    alert ("Browser does not support HTTP Request")
    return
} 

xmlHttp.onreadystatechange=callback
xmlHttp.open("POST",url,true)
xmlHttp.send(postdata);

}

function sendInitRQ(width, height) {

var post = "<?xml version=\"1.0\" encoding=\"UTF-8\"?><command     type=\"init\"><width>" + width + "</width><height>" + height + "</height></command>";

sendPost("http://localhost:80/socket.php", post, initReturned);

}

I know that the php socket is recieving the post as when i check the server log i get a 200 on the get request.

I just want to know how can I use the JSONP approach? I have seen exampples of the approach but Iam stilll unsure of how to do it.