Refer this,

function createXMLHttpRequestObject()

{

  // xmlHttp will store the reference to the XMLHttpRequest object

  var xmlHttp;

  // try to instantiate the native XMLHttpRequest object

  try

  {

    // create an XMLHttpRequest object

    xmlHttp = new XMLHttpRequest();

  }

  catch(e)

  {

        try

    {

      xmlHttp = new ActiveXObject(Microsoft.XMLHttp);

    }

    catch(e) { }

  }

  // return the created object or display an error message

  if (!xmlHttp)

    alert(Error creating the XMLHttpRequest object.);

  else 

    return xmlHttp;

}