Basic explanation of AJAX and XMLHttpRequest

This article is a good introductory explanation of how to get XMLHttpRequest to retrieve data in an AJAX-style setting:

http://www.onlamp.com/pub/a/onlamp/2005/05/19/xmlhttprequest.html

It covers both Mozilla/Firefox and IE, and describes the steps involved in creating a simple browser-side app that uses XMLHttpRequest.