Done, added AJAX parts support for plugin. How to use them:
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Create a part of the plugin, e.g. my_plug.ajax.php (could be any other name as well).
Set its Hook=ajax.
Code it just as a normal plugin, keeping in mind that it has not called header.php and footer.php. You can also set HTTP headers there with header() function before you send any output.
Use it this way: plug.php?r=my_plug
May the Source be with you!