This protects the user from attacks where a page contains malicious code that would attempt to access another site that the user is currently logged in to and do things as that user that the user most likely wouldn't want to do, for instance, use Facebook or Gmail to spam other users.
Thankfully, browsers often provide a way to allow developers to turn off Same Origin Policy temporarily. Unfortunately, different browsers do it different ways.
Google Chrome can be started with an option to turn off the Same Origin Policy. Unfortunately this disables it for the entire browser, until you restart it. I wish there were a way to do this for just one web page or tab.
These days I do most of my web development using Google's Chrome, but Firefox's solution to my problem will bring me back to it, at least for this project.
I'm developing under MacOS X so whatever difficulty there may be disabling Same Origin Policy in Internet Explorer doesn't matter to me. I also don't have any information on disabling it in Opera.
I'm assuming there was a good reason to not use JSONP?
Unfortunately the device I'm talking to doesn't use JSON in its web API, and my past experience with jQuery was that it became unhappy when I lied to it about whether something was JSON. Maybe that's changed or there's a work-around, I haven't tested that in quite a while.
Any information please about how to disable same origin policy in Opéra?
I wish I could suggest a way to do that; I don't use Opera often and haven't found any switches to turn off cross origin policy in it. You might check out CORS in case that would help you at all.