non ho controllato, ma velocemente basta fare cosi:

codice:
var that=this;

xmlHttp.onreadystatechange = function() { // qui perdo il riferimento
			document.getElementById('requestStatus').innerHTML = "Request status = " + xmlHttp.readyState;
			if (xmlHttp.readyState == 4) {
				document.getElementById('xmlHttpStatus').innerHTML = "HTTP status = " + xmlHttp.status;
				el.innerHTML += that.XMLparse(xmlHttp.responseText);
			}
		}