var request = false;
try
{
  request = new XMLHttpRequest();
}
catch (trymicrosoft)
{
        try
        {
                request = new ActiveXObject("Msxml2.XMLHTTP");
        }
        catch(othermicrosoft)
        {
                try
                {
                        request = new ActiveXObject("Microsoft.XMLHTTP");
                }
                catch (failed)
                {
                        request = false;
                }
        }
}

if (!request)
{
        alert("Error initializing XMLHttpRequest!");
}