AJAX POST in Dyn365

I have the following call:

    $.ajax({
        url: url,
        type: "POST",
        contentType: "text/xml",
        username: user,
        password: pass,
        dataType: "xml",
        data: {
            xml: xml
        },
        xhrFields: {
            withCredentials: true
        },
        complete: function (data) {
            alert("Success");
            alert(data);
        },
        error: function (xhr, textStatus, errorThrown) {
            alert(textStatus + " = " + xhr.status + " (" + xhr.responseText + ")");
        }
    });

I get this error:

Response to preflight request doesn't pass access control check: No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin 'crmurl.crm4.dynamics.com' is therefore not allowed access. The response had HTTP status code 401.

I know there are restrictions to cross-domain calls with CRM. What would be the best way to send (POST) a string/xml object to an external xml webservice?