A new introductory tutorial over on DevArticles looks to help you get acquainted with Ajax through its use in both PHP and JSP:

This is a two-part article. In these two parts I'll try to describe what AJAX is, and how to use AJAX in PHP and JSP. Later we will use some advanced JSP tag libraries to make cool AJAX-based web applications.

This first part looks at the basics of the connection - the XMLHttpRequest object and a simple example putting it to use grabbing the latest date from a background PHP or JSP script (complete with screenshots of the end result).