This article is kind of like "Meta Research". I'm not going to tell you how to process XML in Java, I'm just going to point you at some other cool tutorials which do. These are all by Lars Vogel. I strongly recommend his training material for its clarity.
Since the dawn of time (well since I started to process XML) there have been two styles of loading XML, and one main style of writing it. You either loaded up the whole file into memory (through "DOM" - the Document Object Model), or if you were fancy, or worried about running out of memory, you used SAX - the amusingly named "Simple API for XML".
Well I was interested to read Lars Vogel say "Both DOM and Sax are older API's and I recommend not to use them anymore.". He is of course saying that a number of techniques introduced in JDK 1.5 and 1.6 are now better than the old ways.