Ajax request from file:// - html

Question

I am having real difficulty knowing what to do. I have been reading some sources that are inferring that you cannot make ajax calls when launching an html file from the local file system (file:// in the url).
I have a html file on my desktop (ie in the browser url file://) containing the following ajax call:
$.ajax({
type: "POST", // This for array
url: "http://www.mywebsite.com/exclude.php",
async: true,
cache: false,
crossDomain: true, // This needs to be true for other people
success: function (data) {
var json = jQuery.parseJSON(data);
// Use json in interesting ways
},
error: function (XMLHttpRequest, textStatus, errorThrown) {
// Silent error
}
});
My php file on my server is basic:
<?php
header("Access-Control-Allow-Origin: *"); // To allow cross domain
$KeyCodeStatics_BlackList = ["181K2", "4V419"];
echo json_encode($KeyCodeStatics_BlackList);
?>
Some are suggesting ajax calls are not allowed from an html file launched in the local file system (file:// in url).
The errors I am getting:
Origin file: not found in Access-Control-Allow-Origin header.
and
XMLHttpRequest: Network Error 0x80700013, Could not complete the operation due to error 80700013.
How can I overcome this? I need to make an async call to /www.mywebsite.com/exclude.php from the html file from my local file system.
Note: It is not just me that has to do it, it is every end-user that uses this html file. So this means I cannot ask them to change security settings on their browser.