I was looking at how Microsofts" Start.com (
www.start.com/myw3b) pulls in data from web feeds that are not on there own servers and it seems that they have a script that forwards on the request to the remote server and passes it back as their own.
Essentially the request is tunneled through their systmen and passed back to the client.
This is done so because browsers such as Firefox and Internet Explorer (in certain configurations) will not allow a website to get data from another domain. Which, for security reasons makes sense I suppose.
It therefore seems that for my AJAX Application I will have to take the hit of the added bandwidth for the data that will returned from Yahoo and Technorati.
I don"t think I can perform a Redirect on the XMLHttpRequest, as that will probably cause many more problems.