+1  A: 

In IE, you can try the old script debugger or Visual Web Developer Express. When the error throws, enter the debugger and examine xmlhttp.

outis
A: 

In addition to outis' answer, if you want to control where you jump in with the debugger, use Javascript's debugger keyword, which acts like a breakpoint. When the line with debugger; is hit, in IE you will get a prompt (if debugging is enabled in IE, check your Internet Options) to launch the debugger, starting at that line. In Firefox, the debugger; statement is picked up by Firebug as a breakpoint.

JulianR
A: 

You are trying to read !xmlhttp.responseText when the readyState is not 4

Try removing that line and see if IE runs.

epascarello
A: 

A great Javascript debugger for IE comes with MS Office.

A quick google shows this as a howto: http://www.jonathanboutelle.com/mt/archives/2006/01/howto_debug_jav.html

TJ