I would like to refer you to this question from yesterday. The top answer (from me) should explain the ins and outs.
Basically, the problem is the XHR Cross Domain Policy - you can't use XHR cross domain. Two ways to solve this, JSONP (which is GET only, basically injects a script
tag. jQuery supports this natively) or build a "proxy" script on your own domain that forwards the request and returns the response to your script. Both are explained in a little more detail in my answer in the added link.
Cross-Domain POST requests don't work, unless you build a proxy script. So it's JSONP with a GET request (if supported by your webservice), or a proxy script.