I will not go into any kind of detail about what AJAX is, or how it works. I do, however, insist that before you continue with this article that you have a clear understanding of the technical workings of AJAX. By this, I mean that you must know what AJAX is in its purest form, and what it does and does not stand for. There is a big diffrence between fancy javascript and AJAX. For that understanding, I refer you here: Build Your Own AJAX Web Applications. This is a great article over at SitePoint written by Matthew Eernisse that covers the basics, as well as goes through creating a sample application. This should more than prepare you for this article.
One of the best things about them is just how easy they are to make. Here is a quick example with PHP showing how you can create RSS feeds with the PHP5 module SimpleXML.
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