Access denied to jQuery script on IE

When an AJAX call is made, Internet Explorer denies access. The AJAX is calling on another subdomain, but it’s using the right protocol. All other browsers work but Internet Explorer gives the following error:

SCRIPT5: Access is denied.
jquery-1.4.2.min.js, line 127 character 344

Code :

var request = makeHttpObject();
request.open("GET", URL, true);
request.send(null);
request.onreadystatechange = function() {
  if (request.readyState == 4){
	var txt=request.responseText;
	$("#wizard_load").delay(1200).fadeIn(800).html(txt);
	$("#loader_img").hide();
  }
};

Fixed Issue in IE

if ($.browser.msie && window.XDomainRequest) {
	// Use Microsoft XDR
	var xdr = new XDomainRequest();
	xdr.open("get", url);
	xdr.onload = function() {
		// XDomainRequest doesn't provide responseXml, so if you need it:
		var dom = new ActiveXObject("Microsoft.XMLDOM");
		dom.async = false;
		dom.loadXML(xdr.responseText);
	};
	xdr.send();
	var txt=xdr.responseText;
	$("#wizard_load").delay(1200).fadeIn(800).html(txt);
	$("#loader_img").hide();
} else {
	var request = makeHttpObject();
	request.open("GET", URL, true);
	request.send(null);
	request.onreadystatechange = function() {
	  if (request.readyState == 4){
		var txt=request.responseText;
		$("#wizard_load").delay(1200).fadeIn(800).html(txt);
		$("#loader_img").hide();
	  }
	};
}