You'd be better off posting this on an xsltproc forum - they will be able to advise you of any configuration settings needed to allow the processor to read remote HTTP files. That's assuming the product supports this capability - some don't, and it's not needed for conformance. It may be something outside the XSLT processor itself, such as proxy settings.
Michael Kay
http://www.saxonica.com/
Author, XSLT Programmer's Reference and XPath 2.0 Programmer's Reference