dojo.io.ScriptSrcIO allows you to use dojo.io.bind() but use script tags instead, effectively giving you cross-domain data access (but the data returned as to be JavaScript).
It was introduced for Dojo 0.3, but here is a version of that IO transport that works with Dojo 0.2.2:
http://tagneto.org/dojo/0.2.2compat/ScriptSrcIO.js
In order for it to work with 0.2.2. the back button integration was commented out. Also, since this is not a package that is included with the Dojo 0.2.2 release, you can either place it in the src/io directory of your Dojo install, or if you don't have access to the dojo install, just do a script src tag for this file, right after the dojo.js script tag:
<script src="/path/to/your/dojo/dojo.js" type="text/javascript"></script>
<script src="/path/to/your/copy/of/ScriptSrcIO.js" type="text/javascript"></script>
Then you can use this transport as described in the test page:
http://archive.dojotoolkit.org/nightly/tests/io/test_ScriptSrcIO.html
When you upgrade to Dojo 0.3, be sure to remove the extra script tag if you have it (since ScriptSrcIO.js ships with 0.3).