Here’s the code. It’s obviously part of a full solution containing a Web Application and a SilverLight Application project. I’ve also uploaded it.

Useful Information:

• You can not do a cross domain request over HTTPS.
• You can do a cross domain request over HTTP.
• To be able to make the cross domain request the server that you are making the request to needs to have either (requires clarification)  crossdomain.xml and/or clientaccesspolicy.xml in the root of the webserver.

Resources/links:

The code:

private void RequestButton_Click(object sender, RoutedEventArgs e)
{
    try
    {
        // Create and being making the request/getting the response
        HttpWebRequest request = (HttpWebRequest)WebRequest.Create(new Uri("http://www.leggetter.co.uk/"));
        request.BeginGetResponse(HandleResponse, request);
    }
    catch (Exception ex)
    {
        Debug.WriteLine(ex);
    }
}

private void HandleResponse(IAsyncResult result)
{
    try
    {
        // Finish getting the response and then read the response in chunks
        HttpWebRequest request = (HttpWebRequest)result.AsyncState;
        HttpWebResponse response = (HttpWebResponse)request.EndGetResponse(result);

        StringBuilder readText = new StringBuilder();
        using (Stream responseStream = response.GetResponseStream())
        {
            byte[] buffer = new byte[1024];
            int read = responseStream.Read(buffer, 0, buffer.Length);
            while (read > 0)
            {
                readText.Append(Encoding.UTF8.GetString(buffer, 0, read));
                read = responseStream.Read(buffer, 0, buffer.Length);
            }
        }

        // Display the response text
        Dispatcher.BeginInvoke(delegate()
        {
            ResponseText.Text = readText.ToString();
        });
    }
    catch (Exception ex)
    {
        Debug.WriteLine(ex);
    }
}

Related posts:

1. Using Fiddler to trick Silverlight into allowing a crossdomain Web Request
2. Using Fiddler to help develop cross domain capable JavaScript web applications
3. Making cross domain JavaScript requests using XMLHttpRequest or XDomainRequest