First off, do you even know what XML is? If you don't know what it is, then you obviously shouldn't try creating an xml document yourself.
QUOTE("what is xml?")
(eXtensible Markup Language) A widely used system for defining data formats. XML provides a very rich system to define complex documents and data structures such as invoices, molecular data, news feeds, glossaries, inventory descriptions, real estate properties, etc. As long as a programmer has the XML definition for a collection of data (often called a "schema") then they can create a program to reliably process any data formatted according to those rules.
THe file you were trying to view, is part of coding for a web-based radio player. Most players such as the one on the site you had viewed, automatically create the XML file list when you follow the directions to creating the music files, and upload it to your host.