How do I get access to an xml file?

I am trying to access a xml file but it says denial of access, but the file is not password protected. Please help.

if (window.XMLHttpRequest)
{// code for IE7+, Firefox, Chrome, Opera, Safari
xmlhttp=new XMLHttpRequest();
}
else
{// code for IE6, IE5
xmlhttp=new ActiveXObject("Microsoft.XMLHTTP");
}

xmlhttp.open("GET","test.xml", false,'','');