Retrieve an XML file JavaScript

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Javascript

HTML

I found this code on W3Schools and improve it , in the end it became sth like this :

<pre lang="xml"><script language= "javascript">
    function LoadXML(){
    if (window.XMLHttpRequest)
      {// code for IE7+, Firefox, Chrome, Opera, Safari
      xmlhttp=new XMLHttpRequest();
      }
    else
      {// code for IE6, IE5
      xmlhttp=new ActiveXObject("Microsoft.XMLHTTP");
      }
      try{
    xmlhttp.open("GET","file.xml",false);
        alert("first place");

    xmlhttp.send();
        alert("2nd place");
    }
    catch(err){
    alert(err.message);
    }
    xmlDoc=xmlhttp.responseXML;

    document.write("<table><tr><th>Artist</th><th>Title</th></tr>");
    var x=xmlDoc.getElementsByTagName("CD");
    for (i=0;i<x.length;i++)
      {
      document.write("<tr><td>");
     alert( document.write(x[i].getElementsByTagName("ARTIST")[0].childNodes[0].nodeValue));
      document.write("</td><td>");
     alert( document.write(x[i].getElementsByTagName("TITLE")[0].childNodes[0].nodeValue));
      document.write("</td></tr>");
      }
    document.write("</table>");
    }
    </script>

This code is available in :[W3School Code]

But when I want to run this code in my own PC , an error occur in try and catch block !
It shows that "Cannot load the "file.xml" .
When I search for this error a topic in this [link] is the reason of error , So It seems that I can't do something like that in my Own PC cuz it uses http and need a server or a local host .

But This code is for a project in my class and one of the scenarios is (Retrieve Element of An XML File and show its content on my HTML page) !

I am sure that they will test this program on their own PCs .

So can anyone explain me a way to accomplish this scenario in A PC ?!

Note : The target browser is IE 8.0

Thanks in advance