Klog reports: When IE is set to disallow safe Active-X, AJAX applications will not work.
So, I tried to replicate what might be going on - I set my own Internet Explorer to stun - High security setting. When I tried the site, I was not surprised to find that it was not working. The fact that it relies on JavaScript made that a certainty anyway.
I experienced the same problem with a customer. This shows that Microsoft should implement DOM3 load/save and XMLHttprequest in the same way Mozilla has, instead of relying on ActiveX. However, for this to become a problem a user must explicitly set the security settings to disallow safe ActiveX. This is not an average scenario - but for public websites this script is very useful as some users will have problems with ActiveX like this.