Writing client web applications that use XMLHttpRequest (also known as the XMLHTTP object in Internet Explorer) object can be tricky given restrictions imposed by web browsers on network connections across domains. This article on Yahoo Developer Network describes the issue in simple, easy to understand language and provides couple of possible solutions. More on Yahoo Dev Network

We create web-applications using PHP, now we can also develop Desktop Applications with PHP-GTK. We all know that Desktop Applications are the one which does not need either a Web Server like Apache or a web browser for their execution. And this is the reason why Java is so popular because it can be used to build applications, web pages, applets and more that can run on several platforms including Windows, Linux. More On Zend Developer Zone