хедеры не забываем послать
Код:

var req = (window.XMLHttpRequest)?new XMLHttpRequest():new ActiveXObject("Microsoft.XMLHTTP");
param='hallo=myPOST';
req.open("POST", "my.php"+'?'+Math.random(), true);
req.onreadystatechange = function () {
if (req.readyState == 4) {
var txt = req.responseText;
alert(txt);
}
};
req.setRequestHeader("Content-type", "application/x-www-form-urlencoded");
req.setRequestHeader("Content-length", param.length);
req.setRequestHeader("Connection", "close");
req.send(param);
на my.php лови переменные из param