Revison 1
This is a brief revision to my previous snippet. It is still what it was: a small, simple system for using XMLHttpRequest without using globals.

I'll put the API spec in the code this time, so as not to clutter the front page further.

Changes:

Changed name to HTTPRequest (far more accurate)
Added HEAD requests
Shortened code by making a GenericRequest function
Used a better method for getting an XMLHttpRequest object (checks multiple MS versions and implements the latest one)