Live Preview fails to load
A browser will give that error by default when you try make an AJAX call from domain A to domain B.

In your particular case, it looks like you're loading the control panel from mydomain.com, but the live preview request (which comes from how you defined your Site URL under Settings->General) has www.mydomain.com in it.

Note the www.  A browser will treat that as an entirely separate domain.

If that's how you want it, great.  You need to modify your public .htaccess file (the one that sits next to Craft's public index.php file to allow the other domain via Access-Control-Allow-Origin.

Likely it's just a mistake though and you should correct the Site URL setting or access the control panel from the other domain.

It's also worth forcing one or the other (www redirect to non, or non redirect to www) via .htaccess for consistency and because search engines will treat them as one site.