XmlHttpRequest.onload not called

I'm playing around with this XmlHttpRequest thing. In some tutorials and books, it is the onload function the one that is called when the request is done. In my little experiment, this function is never called. Here's my code:

    window.onload = function() {
        var url = "http://www.google.com";
        var request = new XMLHttpRequest();


        request.onload = function() {
            var state = this.readyState;
            var responseCode = request.status;
            console.log("request.onload called. readyState: " + state + "; status: " + responseCode);

            if (state == this.DONE && responseCode == 200) {
                var responseData = this.responseText;
                alert("Success: " + responseData.length  + " chars received.");
            }
        };

        request.error = function(e) {
            console.log("request.error called. Error: " + e);
        };

        request.onreadystatechange = function(){
            console.log("request.onreadystatechange called. readyState: " + this.readyState);
        };

        request.open("GET", url);
        request.send(null);
    };

I'm testing this on the last Firefox release (just updated today). The log line in onload is never printed, and the breakpoint I set in the first line is never hit. However, the onreadystatechange function is called twice, and the http request is actually made. This is what firebug's console shows:

    request.onreadystatechange called. readyState: 1
    GET http://www.google.com/    302 Found    174ms
    request.onreadystatechange called. readyState: 4
    NS_ERROR_FAILURE: Failure
        request.send(null);

There's an error in the send line. I've tried changing it to request.send() with identical result.

At first I thought this might be the browser trying to prevent XSS, so I moved my