Ajax对XML的调用不起作用

I am expecting this to be successful but it isn't working, I don't see the alert.

function insertXML()
{
    $.ajax ({
        url: 'cd_catalog.xml',
        dataType: "xml",
        success: function(  )
        {           
            alert('called');
        }
    });
}

cd_catalog.xml is in the same directory as the javascript executing the code and is named correctly.

This is an exact copy paste from code I used for login queries as well, am I messing up something here?

jquery-1.7.1.min.js is imported in the head as well, and the script containing the code is being executed in the body.

Make sure you make Ajax calls to a web server and not to a local file.