NETWORK_ERROR: XMLHttpRequest Exception 101

I am getting this Error

NETWORK_ERROR: XMLHttpRequest Exception 101

when trying to get XML content from one site.

Here is my code:

    var xmlhttp; 
    if(window.XMLHttpRequest) { 
        xmlhttp = new XMLHttpRequest();
    }

    if (xmlhttp==null) {
        alert ("Your browser does not support XMLHTTP!");
        return;
    }

    xmlhttp.onReadyStateChange=function() {
        if(xmlhttp.readyState==4) {
            var value =xmlhttp.responseXML;
            alert(value);
        }
    }
    xmlhttp.open("GET",url,false);
    xmlhttp.send();
    //alert(xmlhttp.responseXML);
}

xmlhttp.open("GET",url,false);
xmlhttp.send(null);

Does any one have a solution?