We have been reviewing different frameworks to see how they use MSXML progids - different versions of MSXML parser and XMLHTTP.
Look at this one:
Msxml3.XMLHTTPShame, the sample comes from PPKs highly credited web site http://www.quirksmode.org/js/xmlhttp.html
and if you google a bit you will see how this incorrect version is spread wide (copy-pase development ?).
This is MS XmlTeam suggestion using-the-right-version-of-msxml-in-internet-explorer(from 2006!).
After quick mailing with MS Team thay had confirmed there is no Msxml3.XMLHTTP ;-)