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dhtmlxcombo cannot loadXML (Permission Denied)

May I use dhtmlxcombo to loadXML from another site (example: http://localhost/m2/xml/country.php)?
I try this before,but fail. can you help me?

Problem caused by cross domain security - javascript can't operate between documents from different domains.

More information about cause of "Incorrect XML" error you can find here http://www.dhtmlx.com/docs/products/dhtmlxGrid/doc/articles/Common_Problems_in_Grid.html#grid_art_comprob