Ask HN: How do I get Ajax working with a Bookmarklet?

I am trying to write a Bookmarklet and the goal is to be able to submit information from any site X (the origin page they are on when clicking the bookmarklet) to my site's servers while staying on site X.

Ideally, I would be able to send a response back and have it pop up somewhere but this is not necessary.

I keep running into the issue of the same origin policy -- that from site X, XMLHttpRequests can only be initiated with site X's domain.

Does anyone know of a way around this (or a tutorial they can point me to)? some Ajax with a Bookmarklet?

Thanks so much!

-Wesley