You're running into Same-Origin Policy:
It's one of the key principles of the web. It prevents web apps from scraping pages from other sites and misusing them.
There is more information in Section 11 of this Tech Note:
If you're running as a PhoneGap app, the rules change a bit. It has a WhiteList attribute which defines which sites you can read:
Yes, this is more complicated that you probably thought it was going to be!