Now, this is fixed. I figured out that XWidget uses windows script host. It allowed me to create ActiveX objects.
For those interested how to fix it
Code:
var xmlhttp = false;
try {
xmlhttp = new ActiveXObject("Msxml2.XMLHTTP");
} catch (e) {
try {
xmlhttp = new ActiveXObject("Microsoft.XMLHTTP");
} catch (E) {
xmlhttp = false;
}
}
if(xmlhttp) {
xmlhttp.open("GET", "url_goes_here_", true);
xmlhttp.onreadystatechange=function() {
if (xmlhttp.readyState==4) {
var doc = xmlhttp.responseXML;
//do something with doc
}
}
xmlhttp.send(null);
}
else {
alert("Fatal Error: Perhaps you don't have MSXML installed");
}