Use jQuery to echo value from SQL database

Use jQuery to echo value from SQL database

I'm looking to fill out an input box, and onBlur get info from the database and echo it. Very similar to how you register on this site, when you fill out a username, onBlur it checks to see if the username is available and echos yes or no.
I want to fill out a username, and when you click out of the textbox, echo the First and Last name if it exists.
 
any help on how to do this at all if very appreciated! :)