On the website you're making the request to, make sure the following is the first thing printed:
header('Access-Control-Allow-Origin: *');
For Example (http://mywebsite.com/myfile.php):
<?php
header('Access-Control-Allow-Origin: *');
echo "<?xml version=\"1.0\" encoding=\"utf-8\"?>\n";
echo "<Catalog>\n\t";
echo "<data result=\"1\" reason=\"I like bacon\" />";
echo "\n</Catalog>";
?>