Ho provato come hai detto te ma non va...poi ho provato così

Codice PHP:
function lib_xml_initialize() {
    this.obj=null;
    this.Loading="Loading...";
    this.Writer="mypage";

    try {
        // Firefox, Opera 8.0+, Safari
        this.obj=new XMLHttpRequest();
    } catch (e) {
        // Internet Explorer
        try {
            this.obj=new ActiveXObject("Msxml2.XMLHTTP");
        } catch (e) {
            this.obj=new ActiveXObject("Microsoft.XMLHTTP");
        }
    }
    this.Page=function () {
        if (this.obj.readyState==0) {//Uninitialized
            //
        }
        if (this.obj.readyState==1) {//Loading
            document.getElementById(this.Writer).innerHTML=this.Loading;
        }
        if (this.obj.readyState==2) {//Loaded
            //
        }
        if (this.obj.readyState==3) {//Interactive
            //
        }
        if (this.obj.readyState==4) {//Complete
            document.getElementById(this.Writer).innerHTML=this.obj.responseText;
        }
    }

    this.AdvancedLoad=function (tipo,surl,async,tosend,user,pass) {
        if (this.obj==null) {
            alert("Your browser doesn't support XMLHTTP");
            return false;
        }
        try {
            this.obj.onreadystatechange=function () {
                if (this.obj.readyState==0) {//Uninitialized
                    //
                }
                if (this.obj.readyState==1) {//Loading
                    document.getElementById(this.Writer).innerHTML=this.Loading;
                }
                if (this.obj.readyState==2) {//Loaded
                    //
                }
                if (this.obj.readyState==3) {//Interactive
                    //
                }
                if (this.obj.readyState==4) {//Complete
                    document.getElementById(this.Writer).innerHTML=this.obj.responseText;
                }
            }
            this.obj.open(tipo,surl,async,user,pass);
            this.obj.send(tosend);
            return true;
        } catch(e) {
            alert("Problems in loading the page");
            return false;
        }
        return true;
    }

    this.Load=function (tipo,surl,async,tosend) {
        if (this.obj==null) {
            alert("Your browser doesn't support XMLHTTP");
            return false;
        }
        try {
            this.obj.onreadystatechange=function () {
                if (this.obj.readyState==0) {//Uninitialized
                    //
                }
                if (this.obj.readyState==1) {//Loading
                    document.getElementById(this.Writer).innerHTML=this.Loading;
                }
                if (this.obj.readyState==2) {//Loaded
                    //
                }
                if (this.obj.readyState==3) {//Interactive
                    //
                }
                if (this.obj.readyState==4) {//Complete
                    document.getElementById(this.Writer).innerHTML=this.obj.responseText;
                }
            }
            this.obj.open(tipo,surl,async);
            this.obj.send(tosend);
            return true;
        } catch(e) {
            alert("Problems in loading the page");
            return false;
        }
        return true;
    }

    this.EasyLoad=function (surl) {
        return this.Load("GET",surl,true,null);
    }
} 
E in un html ho fatto

codice:
<html>
<head>
<script language="javascript" type="text/javascript" src="lib_xml.js"></script>
</head>
<body>
<input type="button" OnMouseUp="javascript:XmlEasyLoad(k,'read.xml');" value="P1" />
<input type="button" OnMouseUp="javascript:p2();" value="P2" />
<input type="button" OnMouseUp="javascript:p3();" value="P3" />
<div id="mypage">
Prima di effettuare il cambio pagina
</div>
<div id="my2page">

Posto per altre cose
</div>
<script language="javascript" type="text/javascript">
var xmlObj=new lib_xml_initialize();
xmlObj.EasyLoad("read.xml");
</script>
</body>
</html>
ma l'errore è sempre lo stesso: this.obj has no properties!

dio santo...così non ho modo di creare un oggetto che mi faccia da standard...