Why is it, when I instantiate a simplejax object with a remote url it does not work, and I get a javascript error?

This is one of the limitations of using a JHR object, the way to retrieve a remote url, is to use a server side script (a proxy if you like) to retrieve the desired remote url, then provide the local script url as the first parameter in the simplejax object.

I'd like to provide an extra parameter to the call-back, how can I do so?

See here : http://simplejax.sourceforge.net/index.html#argument

Using this library, does it mean I have to release the source for my software also?

No, the library is covered under 'LGPL' (Formely Library GPL) which allows you to use this library in closed source software.

I have found a bug, how can I report it?

Please visit http://simplejax.sourceforge.net/bugs and report it.