xhr = XmlHttpRequest
AJAX = Asynchronous Javascript and XML
Ajax is a suite of technologies, therefore. it includes a client side piece (javascript) and a server side piece (whatever: php/asp/jsp etc). the javascript piece uses XHR. XHR need not be used aysnchronously.
This sounds more picky than I was really being, however. i just typed XHR when i could equally have typed AJAX.