For it to work cross-domain, it msut be a JSONP request, however that server is not returning jsonp, it is only returning json.
Here's an example of valid json:
/foo.json:
{ "foo" : "bar"}
Here's an example of valid jsonp:
jQuery_876498712347801623578123649871263478162378946192847({ "foo" : "bar" })
where jQuery_876498712347801623578123649871263478162378946192847 is a string auto-generated by jquery when you make a JSONP request.
-- Kevin