The AJAX example in the SlickGrid repository is quite complex, because it's trying to get tricky with caching, etc. For example, it keeps track of all the rows already sent and will only request new rows from the server. It's also hard coded for the specific example of Digg stories. Documentation is sorely lacking and it seems buggy with the versions 1.5+ of jQuery (which changed how ajax was handled).
I had much easier time getting started by using Andrew Childs fork of SlickGrid, which contains very simple and straightforward instructions on how to use AJAX at the bottom of the README:
The repository is at https://github.com/andrewchilds/SlickGrid
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