None of the proposed answers completely worked for me. My use case is slightly different (doing an ajax get to an S3 .json file in IE9). Setting jQuery.support.cors = true;
got rid of the No Transport
error but I was still getting Permission denied
errors.
What did work for me was to use the jQuery-ajaxTransport-XDomainRequest to force IE9 to use XDomainRequest. Using this did not require setting jQuery.support.cors = true;