This is a security restriction that prevents requests being made from one origin to another.
For example, it will prevent an https:// page hitting an http:// address because the protocol is different.
It will stop example.com calling another.com because it is a different domain.
It will stop www.example.com calling subdomain.example.com because it is a different sub domain.
And it will stop example.com:80 calling example.com:8080 because it is a different port.
It is possible to make cross-origin requests either using JSONP (if you trust the server!) or using a CORS request (Cross-Origin Resource Sharing), which both client and server must agree to (I can supply more details if you need it on this).
