Unfortunately this is not possible because of the same origin policy.Basically you're trying to access a resource on the Wikipedia domain but you're making this request from your domain and this is not allowed.
The xml file you're trying to access will only be returned if you're making this request from the Wikipedia domain.
This is a security feature to prevent Cross Site Scripting attacks.Imagine if you're logged in to your facebook account and you visit another website while your session is active and this website has some malicious javascript to send a request to facebook to change your status,post a rude status update or message everyone in your friend list.Same origin policy exists to prevent things like this from happening.It's possible that you do not have any bad intentions but not everyone is that noble.