JavaScript CORS Support

I’m posting data from our main server ( to a page on another server ( I can perform a GET call just fine but when doing a POST I get this error:

XMLHttpRequest cannot load No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin '' is therefore not allowed access.

The HttpRequest is setup like this:'post', url, true);
req.setRequestHeader('Content-type', 'application/x-www-form-urlencoded');

And I add a header in ASP like this:

Response.AddHeader("Access-Control-Allow-Origin", "*");

But I’m still getting the origin error. What components could I be missing? Thanks!