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

*/