Just some links for now:

• https://developers.google.com/webmasters/ajax-crawling/docs/specification

Standardized browsers will use the XMLHttpRequest(); object. Prior to IE7 Internet Explorer used an ActiveX implementation; ActiveXObject('MSXML2.XMLHTTP.3.0');

Once instantiated various methods and attributes (properties/members) are available.

Several worthy of note include :

myXMLObject.status :  a read-only attribute containing the HTTP status code.

myXMLObject.readyState :  which can be used in conjunction with myXMLObject.onreadystatechange to detect readyState changes. 5 possible readyState's.
0 - UNINITIALIZED
1 - LOADING
2 - LOADED
3 - INTERACTIVE
4 - COMPLETED

Some useful resources.
Using XMLHttpRequest();
w3schools.com AJAX overview
Microsofts implementation of XHR

XMLHttpRequest