How to add cross-domain Cors header

How to add cross-domain Cors header

Hello,

Please  dont get mad at me. Im trying to figure out a problem Im getting that I know nothing about.

Im getting an error : Origin http://xxx.xxx.xxx.xxx:xxx not found in Access-Control-Allow-Origin header.
 XMLHttpRequest: Network Error 0x80070005, Access is denied.

Ive been studying CORS and know what needs to be done. But this is a 3rd party script and I cant modify the script. (src=http\\yadayadayada)

Is there way in jQuery where I can add the Origin header that will allow the cross-domain call. I just know the basics of CORS  so I cant answer any type of heavy http protocol questions. I did used to drink the beer though . I just cant remember the answers.