First, stop the SearchBlox Server before you enable CORS Support. Then, take the following steps:
1.) Download the two jar files and place them within the /webapps/searchblox/WEB-INF/lib/ folder:
2.) Back up the existing web.xml file under /webapps/searchblox/WEB-INF/
and replace the file with the one downloaded from link below
After replacement restart the SearchBlox Server. CORS is enabled for all domains now. If this is working correctly, you can add the required URLs within cors.allowOrigin parms to restrict it to the required domains.