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and for a CGI programmer to have the knowledge of how 
the grears work under the covers is a great ace-in-your-pocket 

If one did gain knowledge of how it works (really works) that would be
great. But, unless you're writing an internal app where you can dictate
IE-only, then do you really have knowledge of how to:

1) Create the XMLHTTPRequest object appropriately in all browsers
2) Handle multiple simultaneous requests if running Async? I've see lots
of code that will break if the second request starts before the first
one ends.
3) Handle responses from the server w/return codes other than 200. 
4) Dispose of requests appropriately to handle memory leaks in IE.
5) Force "Connection: close" for Mozilla-based browsers which set the
content-length incorrectly on request
6) Handle cross-browser DOM and DHTML differences (eg. Firefox allows
innerHTML on TR and TD, IE doesn't)
7) etc.

And hey, I'm sure there are other problems that I don't know about.

But also understand that this is a new technology...

No it's not! The "Ajax" name is new (well, it's been well over a year,
in web-speak that's old) but the underlying technologies including the
XMLHTTPRequest object have been around for nearly a decade. 

-Walden


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