Say I have an xml document on a webserver (www.example.com/example.xml). On my main page, if I would like to retrieve that document as a string, how can I do this?

I tried xmlhttprequest - maybe I'm using it wrong? It returns it as "undefined." Help?

          var xml_page = new XMLHttpRequest();
            xml_page.open("GET", "http://www.samedomain.com/example.xml", true);
            if (xml_page.readyState == 4 && xml_page.status == 200) {
                var data = xml_page.responseText;
            }
            document.write(data);