CORS does not work - ajax

Question

I need to write an ajax request, which will request an XML from REST service. I deployed locally a simple REST service, which returns an XML document.
I know about same origin policy, so I added Access-control-allow-origin: * to the response (or the same value like in Origin header in request). Then I tested my ajax request from a local html file and got same origin policy error.
I then tried to put this page into java web application, deployed it into tomcat and got the very same error. I've tested it in Chrome and Firefox.
It only works if I start Chrome with disabled web security. But it does not solve my problem.
That's the request, sending by ajax, which receives
**OPTIONS http://localhost:9198/helloworld Origin http://localhost:8081 is not allowed by Access-Control-Allow-Origin.**
For both cases. Whether it is an * in the Access-control-allow-origin or defined host.
Request URL:http://localhost:9198/helloworld
Request Method:OPTIONS
Status Code:200 OK
Request Headers:
Accept:*/*
Accept-Encoding:gzip,deflate,sdch
Accept-Language:ru-RU,ru;q=0.8,en-US;q=0.6,en;q=0.4
Access-Control-Request-Headers:accept, customheader, origin
Access-Control-Request-Method:GET
Connection:keep-alive
Host:localhost:9198
Origin:http://localhost:8081
Referer:http://localhost:8081/testRest/test.html
User-Agent:Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/27.0.1453.94 Safari/537.36
Response Headers:
Allow:OPTIONS,GET,HEAD
Content-length:564
Content-type:application/vnd.sun.wadl+xml
Date:Tue, 04 Jun 2013 08:48:28 GMT
Last-modified:B, 04 8N= 2013 20:23:45 MAGST
Here is the request\response if i just put the address of my REST service into browser.
Request URL:http://localhost:9198/helloworld
Request Method:GET
Status Code:200 OK
Request Headers:
Accept:text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8
Accept-Encoding:gzip,deflate,sdch
Accept-Language:ru-RU,ru;q=0.8,en-US;q=0.6,en;q=0.4
Cache-Control:max-age=0
Connection:keep-alive
Cookie:srmuser=kbar
Host:localhost:9198
User-Agent:Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/27.0.1453.94 Safari/537.36
Response Headers:
Access-control-allow-origin:http://localhost:8081
Content-type:application/xml
Date:Tue, 04 Jun 2013 09:10:03 GMT
Transfer-encoding:chunked
Could anyone please help me?