Use XDomain instead. However, if you MUST use CORS:

IE8/9 CORS Polyfill (cross domain)
example2.txt (same domain)

Warning: Due to limitations with IE's XDomainRequest:

1. requests MUST use the protocol of the current page

2. only these 3 events work: 'progress','timeout','error'

3. request headers do not work, and only the content-type response header works

4. only GET or POST may be used requests

5. requests must be async

6. 'withCredentials' will not work

Usage Guide

1. Include XHook

2. Install this before-hook

3. Make normal XMLHttpRequests, if user has crossdomain and IE8/9, they will be silently swapped out for XDR