Ajax for Java developers: Build dynamic Java applications:

/*
* Returns a new XMLHttpRequest object, or false if this browser
* doesn't support it
*/
function newXMLHttpRequest() {

var xmlreq = false;

if (window.XMLHttpRequest) {

// Create XMLHttpRequest object in non-Microsoft browsers
xmlreq = new XMLHttpRequest();

} else if (window.ActiveXObject) {

// Create XMLHttpRequest via MS ActiveX
try {
// Try to create XMLHttpRequest in later versions
// of Internet Explorer

xmlreq = new ActiveXObject("Msxml2.XMLHTTP");

} catch (e1) {

// Failed to create required ActiveXObject

try {
// Try version supported by older versions
// of Internet Explorer

xmlreq = new ActiveXObject("Microsoft.XMLHTTP");

} catch (e2) {

// Unable to create an XMLHttpRequest with ActiveX
}
}
}

return xmlreq;
}