I try to use a dojo grid in an opensocial gadget, it happens always that the framework try to fetch DataGrid.js from
http://ajax.googleapis.com/ajax/libs/dojo/1.7.2/dojo/../dojox//grid/DataGrid.js, and it fails. 
But in a normal html my app works fine and it can fetch DataGrid.js from
http://ajax.googleapis.com/ajax/libs/dojo/1.7.2/dojox//grid/DataGrid.js.
 
                        
OpenSocial has limited the use of cross-domain requests. I believe the common workaround is to relay via their proxy like so;