A CORS POST request works from plain javascript, but why not with jQuery?

I'm trying to make a Cross Origin post request, and I got it working in plain Javascript like this:

var request = new XMLHttpRequest();
var params = "action=something";
request.open('POST', url, true);
request.onreadystatechange = function() {if (request.readyState==4) alert("It worked!");};
request.setRequestHeader("Content-type", "application/x-www-form-urlencoded");
request.setRequestHeader("Content-length", params.length);
request.setRequestHeader("Connection", "close");
request.send(params);

But I would like to use jQuery, but I can't get it to work. This is what I'm trying:

$.ajax(url, {
    type:"POST",
    dataType:"json",
    data:{action:"something"}, 
    success:function(data, textStatus, jqXHR) {alert("success");},
    error: function(jqXHR, textStatus, errorThrown) {alert("failure");}
});

This results in Failure. If anyone knows why jQuery doesn't work, please let us all know. Thanks.

(I'm using jQuery 1.5.1, and Firefox 4.0, and my server is responding with a proper Access-Control-Allow-Origin header)