One of the limitations of the xmlhttprequest object is that it cannot handle the importing of media such as images, flash, svg etc directly. To conceptualize this, let us attempt to import an image directly into a document via xmlhttprequest. Again this is one of those scenarios where it is better to view the example with Firefox, Opera 8 rather than IE. IE will just throw an error, which is perfectly acceptable, but doesnt give us much in the way of conceptualising what is occuring.
As you can see the image doesn't render since it is a binary format which cannot be parsed correctly by an xmlhttprequest object. And since we want to build an image gallery widget powered by Ajax we definitely need images imported into a document. Let's fix that.