Here is some SQL test code that I am using along with the results that I get (at bottom). Actually, I had to remove the XML from this reply because of "style attributes not allowed inside a tag".
declare @idoc int
declare @doc varchar(8000)
set @doc ='
{XML Pasted in from fox's
"CURSORTOXML([SqlParm],[lxData],1,2,0,[],[],[http://www.ourcompany.com])"
'
--Create an internal representation of the XML document.
exec sp_xml_preparedocument @idoc OUTPUT, @doc
SELECT *
FROM OPENXML ( @idoc , '/*/*' )
WITH ( pk INT )
EXEC sp_xml_removedocument @idoc
/*
I get this:
pk
-----
NULL
NULL
NULL
*/
Carpe Codum.