Note that you are not limited to XML to send data. Any format (plain text, JSON...) will do.
You still use the XMLHttpRequest for this. You set your event handler to a property called onreadystatechange.
Try a tutorial, you'll get the whole picture (try Google). I can recommend you a book called Head Rush Ajax to understand all the basics in no time.
This is the code snippet of a JS function which is going to make asynchronous request.
Here, first line is initializing the connection, 'GET' is type of request (get or post etc), second parameter is the URL where browser should send the request, and third parameter is specifying it is asynchronous request (false for synchronous request).
In the second line, we are saying to browser that run updatePage() JS function whenever ready state changes.
In the third line, we make browser sending the request with no parameters.
This is how it works.
Head Rush is great book as usual. [ October 03, 2006: Message edited by: rathi ji ]