XMLHttpRequest - the standard way

xhr.js

// Full docs: https://developer.mozilla.org/en-US/docs/DOM/XMLHttpRequest

var xhr,
    url = "menu.html",
    method = "GET";

if (XMLHttpRequest) {
  // code for IE7+, Firefox, Chrome, Opera, Safari
  xhr = new XMLHttpRequest();
} else {
  // code for IE5, IE6
  xhr = new ActiveXObject("Microsoft.XMLHTTP");
}

xhr.onreadystatechange = function() {

  if (xhr.readyState == XMLHttpRequest.DONE && xhr.status == 200) {

    // xhr.responseText contains the response
  }
}

xhr.open(method, url);
xhr.send();