How to use dhtmlXGrid with my own Ajax javascript?

I have an Ajax web application which uses window.XMLHttpRequest. After I added dhtmlXGrid I got an error when my javascript tries to create an XMLHttpRequest object. I guess dhtmlXGrid already uses the window.XMLHttpRequest.

How can I use dhtmlXGrid and also use my own Ajax javascript code?

Can you please provide more details about error ( if it possible any kind of sample where problem can be reconstructed - you can send it directly to )
Existing code of dhtmlxgrid use but not change XMLHttpRequest object in any way, so it must not affect any other ajax library