if (!window.XMLHttpRequest) { window.XMLHttpRequest = function() { return new ActiveXObject('Microsoft.XMLHTTP'); } }
This hack defines a function called XMLHttpRequest if XMLHttpRequest doesn't exist natively on the browser.
With this method, you can make AJAX calls with 'new XMLHttpRequest()' even on IE 6 or 5.5.
var ajax_call = new XMLHttpRequest(); ...
UPDATE : Thanks to comments on Ajaxian, I added the "window." prefix to the declaration of the XMLHttpRequest function in order to work properly on IE 6 and not redefineing the XHR native object on IE 7.