As you know doing Cross Domain XMLHTTP requests is not allowed for security reasons under Internet Explorer.
I have a WebBrowser Control and I\'m using DocumentTex
I don't understand on which domain you don't have access to the Javascript... Have you tried using the script tag to get the data that you want from a different domain? You can use the JSONP idiom to namespace the data...
var head = document.getElementsByTagName("head")[0];
var script = document.createElement("script");
script.src = "anotherdomain.com/data?callback=myFunction";
head.appendChild(script);
And then on "/data":
myFunction({
// data here
});