xmlHttp.getResponseHeader + Not working for CORS

I have an asp.NET WCF on .NET 4. This service is used to authenticate users. We are submitting a username and password and then an HTTP Header should be returned with the authentication cookie included. Using a locally hosted test page this is working correctly. I am now attempting to access the header information cross domain. I have installed my test page on a different machine and configured to call across to the WCF. The call is working and the 'data' reply in the call is correct. However, I am unable to access the header information with either of the following:

alert(xmlHttp.getAllResponseHeaders());

or

alert(xmlHttp.getResponseHeader("Set-Cookie"));

Using the debugger in IE and the 'Live HTTP Header' plugin for Firefox, I can see the header information is being returned.

In my global ajax page I am setting the response to handle CORS.

private void EnableCrossDomainAjaxCall()
{
    HttpContext.Current.Response.AddHeader("Access-Control-Allow-Origin", "*");


    if (HttpContext.Current.Request.HttpMethod == "OPTIONS")
    {

        HttpContext.Current.Response.AddHeader("Cache-Control", "no-cache");
        HttpContext.Current.Response.AddHeader("Access-Control-Allow-Methods", "GET, POST, PUT, DELETE");
        HttpContext.Current.Response.AddHeader("Access-Control-Allow-Headers", "Content-Type, Accept");

        HttpContext.Current.Response.AddHeader("Access-Control-Max-Age", "1728000");
        HttpContext.Current.Response.End();
    }

}

This is the AJAX I am using to call the service:

$("#btnLogin").click(function(e) {
    var geturl;
    geturl = $.ajax({
        // type: "POST",
        type: "GET",
        contentType: "application/json; charset=utf-8",
        url: 'http://10.0.4.66/AuthenticationService.svc/Login?Name=test&password=pwsd',
        // url: '../SecurityServer/AuthenticationService.svc/Login?Name=tes