>At first I thought the cause was the MS documented fault (Q255953) relating a dud version of MSXML.dll distributed with the original versions of W2K and IE5.01.
>
>But it can't be so as the client's version of Windows is fully up to date. I am unable to reproduce this message on my development machine (also W2K SP2).

Install XML parser SP2 (in http://msdn.microsoft.com/xml "Essential Info" sidebar). This will replace previous versions of the XML parser and, hopefully, will address the error in your client's machine. See "Important Notes" in the download document.