How to load a 3rd party URL from JQuery for tracking

I need to trigger the loading of a 3rd party URL when a JQuery event is triggered. The service I'm using suggests just including a tag like this:

<script src=\"http://exampletrackingservice.com/track?C=82374&source=js\" type=\"text/javascript\"></script>

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But that of course gets loaded on the page load rather than when the event is triggered. I tried using a $.get call but got the error:

MLHttpRequest cannot load http://exampletrackingservice.com/track?C=82374&source=js. No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin 'http://mysite.com' is therefore not allowed access. 

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I don't need to get any data from the URL; I just need to load it. How can I do that from JQuery?

Thanks!