The cross domain is a well know issue when trying to work between 2 or more domains under the same web page.
For an example, you developed a great third party control (or some other web component) that suppose to affiliate with another web site and hosted it inside an iframe on the host web site, but when giving the ability for the common user to do some actions inside your cross domain iframe, you find yourself in a problem because the host web site bans all the requests from the iframe itself.
This is a very common cross domain problem, that is being exists in some browsers in order to perform security policy.
I found lately a great open source code that can solve your problems very easily called: easyXDM.
You can find some code examples and how-to techniques on their web site here.
Have fun and good luck!