if (window.XMLHttpRequest) { // Mozilla, Safari,...
    xmlhttp = new XMLHttpRequest();
    if (xmlhttp.overrideMimeType) {
        xmlhttp.overrideMimeType('text/xml');
    }
} else if (window.ActiveXObject) { // IE
    try {
        xmlhttp = new ActiveXObject('Msxml2.XMLHTTP');
    } catch (e) {
        try {
            xmlhttp = new ActiveXObject('Microsoft.XMLHTTP');
        } catch (e) {}
    }
}

xmlhttp.onreadystatechange = function(){
    // do the thing
};

xmlhttp.open('GET', 'http://www.example.org/some.file', true);
http_request.send(null);

xmlhttp.setRequestHeader('Content-Type', 'application/x-www-form-urlencoded');

xmlhttp.send('myVar=myValue');

if (xmlhttp.readyState == 4) {
    // everything is good, the response is received
} else {
    // still not ready
}

if (http_request.status == 200) {
    // perfect!
} else {
    // there was a problem with the request,
    // for example the response may be a 404 (Not Found)
    // or 500 (Internal Server Error) response codes
}

xmlhttp.responseXML - สำหรับ XML 
xmlhttp.responseText - สำหรับ text

<script type='text/javascript' language='javascript'>;
var http_request = false;
function makeRequest(url) {
    http_request = false;
    if (window.XMLHttpRequest) { // Mozilla, Safari,...
        http_request = new XMLHttpRequest();
        if (http_request.overrideMimeType) {
            http_request.overrideMimeType('text/xml');
            // See note below about this line
        }
    } else if (window.ActiveXObject) { // IE
        try {
          http_request = new ActiveXObject('Msxml2.XMLHTTP');
        } catch (e) {
         try {
          http_request=new ActiveXObject('Microsoft.XMLHTTP');
         } catch (e) {}
        }
    }

    if (!http_request) {
       alert('Giving up : Cannot create an XMLHTTP instance');
        return false;
    }
    http_request.onreadystatechange = alertContents;
    http_request.open('GET', url, true);
    http_request.send(null);
}

function alertContents() {
    if (http_request.readyState == 4) {
        if (http_request.status == 200) {
            alert(http_request.responseText);
        } else {
            alert('There was a problem with the request.');
        }
    }
}
</script>;
<span style='cursor: pointer; text-decoration: underline'
    onclick="makeRequest('test.html')">
        Make a request
</span>

up to you

<?xml version='1.0' >
<root>
    I am a test.
</root>

var xmldoc = http_request.responseXML;
var root_node = xmldoc.getElementsByTagName('root').item(0);
alert(root_node.firstChild.data);