Cross-origin Ajax requests don't work in Opera and IE9?

I am using this page - http://ecmazing.com/cors.html - to make a cross-origin Ajax request to this resource: http://hacheck.tel.fer.hr/xml.pl

It works in Chrome, Safari and Firefox, but doesn't in IE9 and Opera.

The code:

var pdata = {'textarea': 'test'};

$.post('http://hacheck.tel.fer.hr/xml.pl', pdata, function(data, status, xhr) {
    output.value = xhr.responseText;
});

(The expected result is an XML code string.)

See for yourself: http://ecmazing.com/cors.html

In IE9 and Opera, the error handler of the XHR object executes and this error object is passed in:

{
    readyState: 4,
    status: 0,
    statusText: 'error'
}

As you can see, this error object doesn't reveal much information.

How can I make it work in IE9 and Opera?