Because cause security, all browser are not accept a ajax cross-origin request from your site.
In order to browser accept a ajax cross-origin request, server code must set header "Access-Control-Allow-Origin" to response to notify browser that it accept a ajax cross-origin request.
In a browser plugin (ex: chrome app), chrome allow developer config to send request cross-origin. So you can send cross-domain request in REST Client plugin. (http://developer.chrome.com/apps/app_external.html#manifest)