As the message says, it comes from the XML parser, and it's telling you that your XML source is not well formed: specifically, it apparently contains the characters <?xml somewhere other than the start of the document. Beyond that, without seeing the source document in error, I can't tell you any more.
Michael Kay
http://www.saxonica.com/
Author, XSLT Programmer's Reference and XPath 2.0 Programmer's Reference