$.ajax, IE7, cross-domain and POST

$.ajax, IE7, cross-domain and POST

I got this working in FireFox if I changed headers to
Access-Control-Allow-Origin: *
With IE7 I'm getting "Access is denied" error. And with IE7 I can't use XDomainRequest.
Is there some workaround besides creating proxy? Like using another request method(PUT?)?

Thanks for help