Making CORS work in XMLHTTPRequests

I'm currently working on a website which gets information from a server using its REST interface. I'm new to HTTP, so I've encountered some problems.

First of all, the CORS is not allowed on the server and it is not possible to turn it on.

If I type the URL of the requested resource right into the browser, I get correct results, however when using XMLHTTPRequest I run into the ERR_CONNECTION_RESET error (however the code works in IE).

Why does it happen this way? Is there any way to solve this issue?