Why does this Ajax work in IE 7 and 8 but not FF or Chrome?

Programmer Question

Say I'm using the following Ajax call:

$(document).ready(function () {
    $.ajax({
        type: "GET",
        url: "http://www.w3schools.com/xml/cd_catalog.xml",  //test xml
        dataType: "xml", 
        success: xmlParser,
        error: alert("We can't find your XML!"),
        asynch: true
    });
});

function xmlParser(xml) {

    $(xml).find("CD:lt(3)").each(function () {

        $("#offers").append('
' + $(this).find("ARTIST").text() + '
' + $(this).find("YEAR").text() + '
');

    });

This works fine in IE 7 and 8, but doesn't work in FF or Chrome. I get an empty XML file and the following error in those browsers:

XML Parsing Error: no element found
Location:
moz-nullprincipal:{77f5fd10-d793-4d35-9a4b-b8280b704fba}
Line Number 1, Column 1:

When I googled the error, I thought that it was due to the Ajax cross-domain issue. But if that were the case, wouldn't it be disabled in all browsers? Any help is appreciated - I'm kinda new to this whole Ajax thing.

Thanks!

Find the answer here