>when you follow the link?

The XML is nested, so we need to create many tables from it.

I made a quick try:

LOCAL oXA as XMLAdapter 
oXA = CREATEOBJECT("XmlAdapter")
* The next setting is required to create nested XML 
*
*oXA.XMLSchemaLocation
lcFile = GETFILE('xml')
oXA.LoadXML(m.lcFile,.t.,.t.)

FOR i=1 TO oXA.Tables.Count
	oXA.Tables(i).Tocursor()
ENDFOR

and it didn't give me the satisfactory result, but I think it may be a step in the right direction. Try looking into XMLAdapter class and see, if you can make it work.