Loading the data:This works only for HTTP protocol. This means that if you just open HTML file in your web browser and the address is "file://some/dir/file.html" then it won't work. First make sure you have something to load from your address. It can be any text container file: HTML, PHP or even url to your rss file. Here is and example code:
If you want to try it without uploading then look into WAMPs, I suggest XAMPP. This solution works for every language: ASP, PHP, Python etc. Now you know how to make load pages or content dynamically using AJAX.