JavaScript CORS Support

I’m posting data from our main server (www.mysite.com) to a page on another server (xyz.mysite.com). I can perform a GET call just fine but when doing a POST I get this error:

XMLHttpRequest cannot load http://xyz.oldi.com/mypage.aspx. No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin 'http://www.mysite.com' is therefore not allowed access.

The HttpRequest is setup like this:

req.open('post', url, true);
req.setRequestHeader('Content-type', 'application/x-www-form-urlencoded');
req.send(data);

And I add a header in ASP like this:

Response.AddHeader("Access-Control-Allow-Origin", "*");

But I’m still getting the origin error. What components could I be missing? Thanks!