CORS Blocks call

I wrote an HTTP Handler in ASP.NET to return list of valid phone numbers for Jigasi. Javascript console in the browser reports CORS error as indicated below.

Cross-Origin Request Blocked: The Same Origin Policy disallows reading the remote resource at … (Reason: CORS header ‘Access-Control-Allow-Origin’ missing).

I think I need to add ALLOWED_ORIGINS_PARAM option but I am not sure where.