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Struggle for integration with external application

We are trying to build a multiforce application that provides front-end in salesforce and finally integrates with our existing application for back-end work. Our application accepts XML requests over HTTP (not SOAP though). We are not webservice-enabled.

What are my options to implement this functionality.
I can create the XML using javascript but (I think) cannot send that XML to my application using XMLHttpRequest because of the cross-domain browser security. Our application requires XML to be part of the post request with mime type set to text/xml.

Is this even possible in Sales force?
One option is to submit the request to a proxy JSP that may internally integrate with our application.
But is it possible to submit the request to a S-Control that contains an applet and have applet submit the request? If so how can I do that?

Please help.
Regards.