First, create an XML file containing the data in ADO's saved XML format. When you click the "Make XML File" button, the program uses the following code to make such an XML file. It opens an ADO Recordset connected to a normal Access database file. It then creates an XML DOMDocument object and calls the Recordset's Save method, passing it the DOMDocument to save the Recordset's data into the document. It then calls the DOMDocument object's Save method to write the document's XML data into a file.

Private Sub cmdMakeXmlFile_Click()
Dim db_name As String
Dim conn As ADODB.Connection
Dim rs As ADODB.Recordset
Dim dom_document As DOMDocument

    ' Get the database's name.
    db_name = txtDatabase.Text

    ' Open the connection.
    Set conn = New ADODB.Connection
    conn.ConnectionString = _
        "Provider=Microsoft.Jet.OLEDB.4.0;" & _
        "Persist Security Info=False;" & _
        "Data Source=" & db_name
    conn.Open

    ' Open the Recordset.
    Set rs = conn.Execute("SELECT * FROM Books ORDER BY " & _
        "Title")

    ' Save the data into a DOMDocument.
    Set dom_document = New DOMDocument
    rs.Save dom_document, adPersistXML

    rs.Close
    conn.Close

    ' Save the XML data into an XML file.
    db_name = Replace$(db_name, ".mdb", ".xml")
    dom_document.Save db_name
    MsgBox "Now move the XML file to a HTTP site."
End Sub

Then when you click the "Get XML Data" button, the program uses the following code to read the XML data from the URL where you copied it. It creates a Recordset and opens it, indicating the URL as the data source. The program then loops through the Recordset, displaying its data.

Private Sub cmdGetXmlData_Click()
Dim rs As ADODB.Recordset
Dim i As Integer

    Set rs = New ADODB.Recordset
    rs.Open txtUrl.Text, "Provider=MSPersist;", _
         adOpenStatic, adLockReadOnly

    rs.MoveLast ' Can find little errors that can crop up.
    rs.MoveFirst

    Debug.Print "********************"
    Do Until rs.EOF
        For i = 0 To rs.Fields.Count - 1
            Debug.Print rs.Fields(i) & " ";
        Next i
        Debug.Print
        rs.MoveNext
    Loop

    rs.Close
    MsgBox "Ok"
End Sub

For information on using XML in Visual Basic .NET, see my book Visual Basic .NET and XML.