function ajaxFunction()
 {
 var xmlHttp;
 
 try
    {
   // Firefox, Opera 8.0+, Safari
    xmlHttp=new XMLHttpRequest();
    }
 catch (e)
    {

  // Internet Explorer
   try
      {
      xmlHttp=new ActiveXObject("Msxml2.XMLHTTP");
      }
   catch (e)
      {

      try
         {
         xmlHttp=new ActiveXObject("Microsoft.XMLHTTP");
         }
      catch (e)
         {
         alert("您的浏览器不支持AJAX！");
         return false;
         }
      }
    }
 }
</script>

------解决方案--------------------
try {
 xmlHttp = new ActiveXObject("Msxml2.XMLHTTP");
} catch (e) {
 try {
   xmlHttp = new ActiveXObject("Microsoft.XMLHTTP");
 } catch (e2) {
   xmlHttp = false;
 }
}


------解决方案--------------------
if (window.XMLHttpRequest) { // Mozilla, Safari,...
     http_request = new XMLHttpRequest();
   } else if (window.ActiveXObject) { // IE
     try {
       http_request = new ActiveXObject("Msxml2.XMLHTTP");
     } catch (e) {
       try {
         http_request = new ActiveXObject("Microsoft.XMLHTTP");
       } catch (e) {}
     }
   }


------解决方案--------------------
这是从IBM官方网站上COPY来的代码，我一直在用，一直没问题
JScript code
function GetHttpRequest() {
    var xmlHttp = false;
    /*@cc_on@*/
    /*@if (@_jscript_version >= 5)
    try {
        xmlHttp = new ActiveXObject("Msxml2.XMLHTTP");
    } catch (e) {
        try {
            xmlHttp = new ActiveXObject("Microsoft.XMLHTTP");
        } catch (e2) {
            xmlHttp = false;
        }
    }
    @end@*/
    if (!xmlHttp && typeof XMLHttpRequest != 'undefined') {
        xmlHttp = new XMLHttpRequest();
    }
    return xmlHttp;
}