Update key-concepts with XDomainRequest limitation (jquery#572)

* Update key-concepts with XDomainRequest limitation
* Update IE's limited support info

Author: moo3

page/ajax/key-concepts.md

@@ -71,7 +71,9 @@ $.get( "foo.php", function( response ) {
 
 ### Same-Origin Policy and JSONP
 
-In general, Ajax requests are limited to the same protocol (http or https), the same port, and the same domain as the page making the request. This limitation does not apply to scripts that are loaded via jQuery's Ajax methods.
+In general, Ajax requests are limited to the same protocol (http or https), the same port, and the same domain as the page making the request. This limitation does not apply to scripts that are loaded via jQuery's Ajax methods. 
+
+Note: Versions of Internet Explorer less than 10 do not support cross-domain AJAX requests. 
 
 The other exception is requests targeted at a JSONP service on another domain. In the case of JSONP, the provider of the service has agreed to respond to your request with a script that can be loaded into the page using a `<script>` tag, thus avoiding the same-origin limitation; that script will include the data you requested, wrapped in a callback function you provide.