===============================================================================
don't forget that you can easily spoof any header with cURL like so
curl_setopt($ch,CURLOPT_HTTPHEADER,array("X-Requested-With : XMLHttpRequest"));
===============================================================================
function isXmlHttpRequest()
{
    $header = isset($_SERVER['HTTP_X_REQUESTED_WITH']) ? $_SERVER['HTTP_X_REQUESTED_WITH'] : null;
    return ($header === 'XMLHttpRequest');
}

// example - checking our active call
if(!isXmlHttpRequest())
{
    echo 'Not an ajax request';
}
else
{
    echo 'is an ajax request';
}