Thank you guys for discussing my problem,

now, the solution you gave:
=STRTOFILE(oIE.Document.XMLDoc.xml, "c:\myfile.xml")
cannot work because the adress bar in IE 5 does not display the name of the xml file, it just displays the name of the access gate on the server without any other information. I just have to save the current viewed file, not the file mentioned in the address bar.

I keep searching, but i think that this problem is quite important.