If your URL returns HTML, data is a string. Since you're using jQuery, you can have jQuery parse it for you:
var dom = $(data);
Then you can use all the usual jQuery methods on that disconnected set of elements, so:
var userNames = dom.find(".user_name");
If you weren't using jQuery, you could have the browser parse that into elements for you:
var div = document.createElement('div');
div.innerHTML = data;
...and then use use DOM methods on that disconnected div. I wouldn't use getElementsByClassName, though; querySelectorAll has better support; basically, it's in all modern browsers and also in IE8, but IE8 doesn't have getElementsByClassName.
var userNames = div.querySelectorAll(".user_name");
data.getElementsByClassName('user_name');no dotbase_urlanddata?