As you may have noticed, I'm new to this too. However, I know that IE doesn't validate your xml doc against an xsd. You have to do a validation manually.
This one seemed perfect for my purpose:
After having installed the downloaded inf-files, you should be able to ask for a validation by right-clicking in IE and choose Validate. But it doesn't seem to work for me. Though, I've seen it mentioned several places and with no complaints. So I guess it's me or my system. You should give it a try.
Instead I use Altova's XMLSpy Home (free) Ed. It's a bit overkill I think but serves to fullfill my needs at this level of XML-skills. You may find it searching for Altova.