XMLHttpRequest

Ok I've heard many things about this and I would like a solid answer, preferably from someone who has experience or evidence of it either working or not working. I can get the actual XMLHttpRequest object set up and working in javascript. I can get the request opened and sent. I may be wrong, but my problem seems to be the URL to the file I want to load. I've tried just the filename ("page.html"). This does not work. I thought maybe it needs an actual URL and not just a path, so I tried "file:///page.html". This does not work either. Next I thought of the "Home" directory in which all of my files reside, so I then tried "file:///Home/page.html". Once again, nothing.

I'm not getting any errors, but the request never gets past being opened. XmlHttpRequest.status is 0 and the Ready State never gets past 1 (request opened). If I set the async to false, it never fires the function I give it for ProcessContent and so it obviously never updates it's Ready State.

So as far as I can tell, XMLHttpRequest works at least enough to be a valid javascript object. So it seems that the problem is getting to the file. Does anybody know either how to get this working (if it will work), or why it won't work (if it just won't work)?

Thanks for the help! =D