[jQuery] Need help in making AJAX call in IE8

[santosh chavan]

HI All

I am trying to load XML file using following code.
$(document).ready(function() {
         $.ajax({
                type: "GET",
                url: "D:\Documents and 
Settings\santosh.chavan\Desktop\ajaxJqueryXML
\data.xml",
                dataType: "xml",
                success: function(xml) {
                        alert(xml);
                }
        });
});

This code is returning me object if i configured this page in IIS.

If i load this page from local drive, its not returning me xml object.

same code return me object in firefox on local drive.

please guide for same.