Fobos, he can't request the data with AJAX because of the security box. AJAX requests can be made only to the same domain/subdomain of the site making the request.
To pull the data with AJAX he'd have to create an server-side page that would request the data from the site, and then the AJAX request would be made to this server-side page.
If the data is meant to be shared / syndicated / licenced, the sites will probably have an API or some method by which to extract info. Cobbled techniques can be dirty / messy, e.g. cURL. Also as blocblue states, you should have permission.