The XMLHttpRequest object is part of a technology called Ajax (Asynchronous JavaScript and XML). Using Ajax, data could then be passed between the browser and the server, using the XMLHttpRequest API, without having to reload the web page.
JQuery Tutorials
How to use jQuery
jQuery is a fast, small, and feature-rich JavaScript library. It makes things like HTML document traversal and manipulation, event handling, animation, and Ajax much simpler with an easy-to-use API that works across a multitude of browsers. jQuery has changed the way that millions of people write JavaScript.