Consider to post minimal but complete samples that allow us the reproduce the problem or at least understand it. First you said "but all I get is an empty page", no you get an error "no element found @line1".
I am not really an xsltproc user but I have a version here on Windows XP, when I use
Code:
<xsl:stylesheet
xmlns:xsl="http://www.w3.org/1999/XSL/Transform"
version="1.0">
<xsl:template match="/">
<xsl:copy-of select="document('http://www.ntvmsnbc.com/id/24928286/device/rss/rss.xml')"/>
</xsl:template>
</xsl:stylesheet>
with xsltproc against any XML input xsltproc outputs nothing but a warning: 'warning: failed to load external entity "http://www.ntvmsnbc.com/id/24928286/dev
ice/rss/rss.xml'
Saxon 6.5.5 does fine with the same stylesheet, I am not sure how to configure xsltproc to load the document successfully, maybe we have others here that are more familiar with that processor and know how to use it to pull files over HTTP.