XML files contain a Document Type Descriptor (DTD) which defines its type. Evidently, the DTD for your xml file says it's type isn't one Word can open. One could open it as a plain text file, but all you'd see is the xml code - which I don't suppose would be very useful. You need to use whatever application this xml file type is supposed to be opened with.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]