/*
This method uses a couple different methods of instantiating the
XMLHttpRequest object. The reason we do this is so we can support
multiple browser (I've only tested in IE and Firefox).
*/
function GET_XMLHTTPRequest()
{
    var request;
    
    // Lets try using ActiveX to instantiate the XMLHttpRequest object
    try{
        request = new ActiveXObject("Microsoft.XMLHTTP");
    }catch(ex1){
        try{
            request = new ActiveXObject("Msxml2.XMLHTTP");
        }catch(ex2){
            request = null;
        }
    }

    // If the previous didn't work, lets check if the browser natively support XMLHttpRequest 
    if(!request && typeof XMLHttpRequest != "undefined"){
        //The browser does, so lets instantiate the object
        request = new XMLHttpRequest();
    }

    return request;
}