XDomainRequest is an implementation of HTTP access control (CORS) that worked in Internet Explorer 8 and 9. It was removed in Internet Explorer 10 in favor of using XMLHttpRequest with proper CORS; if you are targeting Internet Explorer 10 or later, or wish to support any other browser, you need to use standard HTTP access control.
This method is called periodically as an event handler for progress events on XDomainRequests, so that code can monitor progress while loading content.