What the .... ? Referencing XSL stylesheets across domains

I'm trying to reference an XSLT file from
a different domain in my XML file. I get access
forbidden in IE, and strange errors and crashes in
Mozilla. It all works with a CSS file across domains,
and of course it all works when both the XML
instance and the referenced stylesheet are on the
same domain.
 
What's going on? Can't I directly reference an XSL at
http://foo.com from an XML document at http://bar.com?
 
Thanks,
 
- Sebastian