Hello,
1) It is very hard to achieve this. One option is to use the NewsRss as the XML file (www.kentico.com/docs/devguide/setting_up_an_rss_feed.htm).
Second option is to create a special page template (e.g. blank) with custom web part/control which will ensure generation of the XML and will redirect the request e.g. to CMSPages folder to the XML file using the query string value. The page will have aspx extension but it will have XML content. I hope it makes sense.
2) Have you flash installed in IE? This could be also a javascript issue. I would recommend you to install the
firebug plugin into Firefox and check the site for javascript errors.
Best Regards,
Boris Pocatko