XMLHTTP.Open(...) causes "Permissions Denied" error

I have an ASPX web app I'm developing at home. Contains
1) Login.aspx
2) main.aspx (contains javascript for XMLHTTP.Open( .... ) )

Login redirects to Main.aspx as it's supposed to.

Here is my JavaScript which works fine:

function MyFunction( )
var xmlHTTP = new ActiveXObject( 'Microsoft.XMLHTTP' );
xmlHTTP.open( 'POST', 'http://www.mydomain/mypage.aspx, true );
xmlHTTP.onreadystatechange = function( )
if( xmlHTTP.readyState==4 )
.... do something with the response here ....

Ok, so at home, I have my own IIS web server, my own domain name with it's
own dedicated IP address.

>From home behind my linksys firewall, I hit this page all day long, not
problem. The client javascript fires off and works great.

I come to work this morning to try it out.
I decide to try my app that is running at home on my IIS PC, so I hit the
login page with no problems, page loads, great!. The login page redirects me
to the main.aspx page, great! All good so far, however, as soon as the
Javascript on the main.aspx runs to post back to a page on my web server that
lives as part of the same application, I get an IE client side error saying
that access has been denied.

Furthermore, even at home on any of the computers there and even on my local
PC, I ways get the following error

"The page is accessing information that is not under it's control. Tihs
poses a security risk. Do you want to continue (yes, no)"

Why is it that this works on my local network but not over the internet? Is
it my router? Is there some setting I need to set in the application itself?

Any help will be greatly appreciated!!!!!!

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