Is it really Ajax what I am looking for ? Can you check this code?

[eluser]ytsejam[/eluser]

Code:

$("#sidebar-content ul li a").click( function(e){
e.preventDefault();
  var target_url = $(this).attr('href');
   $.ajax({
   url: target_url,
     type: 'POST',
     data: data,
     success: function(response) {
      $('#content').html(response.msg);
     }
    });
     return false;
    });

I have written this one but still no success.