This is my stab at creating the much used XMLHTTPRequest class, aiming for a small size and ease of use. At just 753 bytes you cant go wrong!

Usage: var x = new xhr();
xhr.conn(url, vars, callback (optional), method (default: GET));
Example: xhr.conn('/js/XMLHTTP', 'var=value&var2=value2', function (){alert('done!');}, 'POST');