latest version of getXDOC don't work in IE 4 because in IE 4
try catch are not supported, but IE4 also know the CC
so we need a check for this..
and how can we make try catch invisible to IE4?
using a 'simple' eval
IE4 still don't work well, but is the better I can do ^_^;;

Also notice that the correct object for a XHR is

Msxml2.XMLHTTP, not DOMDocument!

getXDOC modified version:

function getXDOC(){
if(typeof(window.XMLHttpRequest)!='undefined')
return new XMLHttpRequest();

/*@cc_on

if(!(@_jscript_version<4)){
return eval('(function(){try{return new ActiveXObject("Msxml2.XMLHTTP.6.0");}catch(e__x){return new ActiveXObject("Msxml2.XMLHTTP.3.0");}}())');
}
@*/
return new ActiveXObject('Msxml2.XMLHTTP.3.0');

}

Sorry Andrea, I use conditional compilation again -.-

Final method to obtain a dom Document ?

after the reading of this post on IE Blog talking about using the right version of msxml I come of a possible solution to get the XMLHttpRequest:

function getXDOC(){
//W3C native Object
if (window.XMLHttpRequest)return new XMLHttpRequest();

//IE 4.0 fallback [try..catch]
var progIDs=[];
progIDs[0]='Msxml2.XMLHTTP.3.0';
var i = 0;
/*@cc_on
progIDs = [ 'Msxml2.XMLHTTP.6.0', 'Msxml2.XMLHTTP.3.0']; //6.0 is better of 3.0
for (; i < progIDs.length; i++) {
 try{
@*/
  if (window.ActiveXObject){
   var xmlDOM = new ActiveXObject(progIDs[i]);
   xmlDOM.setProperty("SelectionLanguage", "XPath");//because 3.0 default is XSLPattern
                 return xmlDOM;
  }
/*@cc_on
 }
 catch (ex) {
 }
}
@*/     
return null;
}

Enjoy ;)

Ps. stay tuned for a corrected version..
Update:
http://mykenta.blogspot.com/2006/11/latest-version-of-getxdoc-dont-work-in.html