It looks like your server either does not like it, or in some way, or something related to your permissions for these html files. Debugging Methods:
asyncRequest.send cannot take a null value. I will try to pass an empty string: ""
Make sure you can delete these HTML files in the browser without using ajax. If you cannot, then you will have to figure out what happens to these file permissions.
In firefox, install Firebug and use this to debug your code using breakpoints so you can see exactly where it is happening.
FYI, your code is incompatible with ie6. You need to check ActiveXObject, although if you are not interested in ie6, you are configured.
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