Find a good socket tutorial for mIRC. Should be pretty easy to find. As far as the XML, you'll have to figure out how to parse the XML tags. XML tags aren't too bad though. Alot easier than HTML. I'd look up the help for $remove too. I'll give you a small example. An XML tag looks like this:
tag>The data you want</tag>
To get what you want from it, you'd use:
$remove(<tag>hello</tag>,<tag>,</tag>)