new ActiveXObject("Microsoft.XmlHttp");
You can create activex objects only on IE. All other browsers don't know how to handle them.
There is different type of approach of ajax calls for all non IE browsers.. look it up yourself, but it looks something like this:
var httpRequest;
if (window.XMLHttpRequest) {
httpRequest = new XMLHttpRequest();
} else if (window.ActiveXObject) {
httpRequest = new ActiveXObject("Microsoft.XMLHTTP");
}