"Access-Control-Allow-Origin" error when sending XML

I am using the code below to send XML to a repository. It's giving me the following error:

XMLHttpRequest cannot load http://example.com/. No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin 'http://localhost:8080' is therefore not allowed access. The response had HTTP status code 401.

Even though I have set the header to allow Access-Control-Allow-Origin, it's still throwing the error.

var request = new XMLHttpRequest();
var url = 'http://example.com/';

if(request) {
    request.open('PUT', url, true);
    request.withCredentials = true;
    request.setRequestHeader('Access-Control-Allow-Origin', '*');
    request.send(XML); 
}