[javascript] JavaScript - XMLHttpRequest, Access-Control-Allow-Origin errors

I'm attempting to send a XMLHttpRequest to a paste site. I'm sending an object containing all the fields that the api requires, but I keep getting this issue. I have read over the issue, and I thought:

httpReq.setRequestHeader('Access-Control-Allow-Headers', '*');

Would fix it,but it didn't. Does anyone have any information on this error and/or how I can fix it?

Here is my code:

(function () {

    'use strict';

    var httpReq = new XMLHttpRequest();
    var url = 'http://paste.ee/api';
    var fields = 'key=public&description=test&paste=this is a test paste&format=JSON';
    var fields2 = {key: 'public', description: 'test', paste: 'this is a test paste', format: 'JSON'};

    httpReq.open('POST', url, true);
    console.log('good');

    httpReq.setRequestHeader('Access-Control-Allow-Headers', '*');
    httpReq.setRequestHeader('Content-type', 'application/ecmascript');
    httpReq.setRequestHeader('Access-Control-Allow-Origin', '*');
    console.log('ok');

    httpReq.onreadystatechange = function () {
        console.log('test');
        if (httpReq.readyState === 4 && httpReq.status === 'success') {
            console.log('test');
            alert(httpReq.responseText);
        }
    };

    httpReq.send(fields2);

}());

And here is the exact console output:

good
ok
Failed to load resource: No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin 'http://127.0.0.1:40217' is therefore not allowed access. http://paste.ee/api
XMLHttpRequest cannot load http://paste.ee/api. No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin 'http://127.0.0.1:40217' is therefore not allowed access. index.html:1
test

Here is the console output when I test it locally on a regular Chromium browser:

good
ok
XMLHttpRequest cannot load http://paste.ee/api. No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin 'null' is therefore not allowed access. index.html:1
test

I've gotten same problem. The servers logs showed:

DEBUG: <-- origin: null

I've investigated that and it occurred that this is not populated when I've been calling from file from local drive. When I've copied file to the server and used it from server - the request worked perfectly fine