you can run this script code from your computer as "local file" but you can't run from "internet location"
because
1 : it's unsafe! are you sure the object xmlhttp from microsoft server exists on every computer??
2 : access from client-to-server by getting GET is denied
you want show other page in your page?
soultion:
1 : write a server side (or server run) script!
2 : use frame with src propety for showing other page