Ajax is for communicating with a server. Your local computer is not a server.
The book hints at this, but doesn't go in to great depth about it.
Eventually the term has settled down to simply mean almost any technique or technology that lets a user’s browser interact with a server without disturbing the existing page.
As Ajax runs on the browser, we need a way to interact dynamically with server.
The load method will magically grab an HTML file off the server and insert its
contents within the current web page.
They don't fully push the message, but it's there. Ajax is for communicating with a server. Not your local machine.
See [Security in Depth: Local Web Pages and possibly [url="http://code.google.com/p/chromium/issues/detail?id=40787"]Local files doesn't load with Ajax](http://blog.chromium.org/2008/12/security-in-depth-local-web-pages.html) for more about why Google Chrome behaves as it does, possible work-around, and potential later fix.