[devote]

У меня все работает:

<div id="mydiv"></div>
<script type="text/javascript">
function getMsg() {

    var req = window.XMLHttpRequest ? new XMLHttpRequest() : new ActiveXObject("Microsoft.XMLHTTP");

    req.open( 'GET', 'http://lookatcode.com/showjs', true );

    req.onreadystatechange = function() {
        if (req.readyState == 4) {
            if (req.status == 204) {
                document.getElementById('mydiv').appendChild(document.createTextNode("my-message_1"));
            }
            if (req.status == 200) {
                document.getElementById('mydiv').appendChild(document.createTextNode("my-message_2"));
            }
        }
    }

    req.send(null)
}

getMsg();
</script>