Downloading an image using XMLHttpRequest in a userscript

First of all there is a question with the same title here on SO but its not what I'm looking for and it doesn't have a complete answer either.

So here's my question. Say I have this URL which directs to an image.

https://fbcdn-photos-a.akamaihd.net/hphotos-ak-ash4/299595_10150290138650735_543370734_8021370_355110168_n.jpg

Once I put this parameter ?dl=1 to the end of the URL, it becomes downloadable.

https://fbcdn-photos-a.akamaihd.net/hphotos-ak-ash4/299595_10150290138650735_543370734_8021370_355110168_n.jpg?dl=1

I'm trying to do this task through a userscript. So I used XMLHttpRequest for that.

var url = "https://fbcdn-photos-a.akamaihd.net/hphotos-ak-ash4/299595_10150290138650735_543370734_8021370_355110168_n.jpg?dl=1";

var request = new XMLHttpRequest();  
request.open("GET", url, false);   
request.send(null);  

if (request.status === 200) 
{  
    alert(request.statusText);
}

Here is a fiddle.

But it does not work.