JavaScript AJAX – Make Cross-Domain Request for XML from Local File

I am not sure if this is even possible. Basically I want to load a local html file on a client PC and have it make a request to a remote server. The data served up by the server is XML.

When I say I am loading a file, I mean the URL in chrome appears as "file:///E:/…"

This is the closest I have gotten to being able to load the XML. I inspected the network tab on the client end and its successfully loading, I just cant seem to get the XML into an element I can inspect:

 var script = document.createElement('script');

 script.setAttribute('src', 'http://xxx.xx.xx.xxx:xxxx/myxmldata');

 script.setAttribute('type', 'text/xml');

 script.setAttribute('id', 'myxml');

 document.getElementsByTagName('head')[0].appendChild(script); 

 var content = document.getElementById("myxml").responseText;// anything I can do here?

 console.log(content);

An AJAX solution would work too. I didn't have any luck with JSONP (this isn't JSON, though).