It requires a certain amount of assiduous surfing to get there, but
if you go to the "What's New" page at
http://www.microsoft.com/workshop/prog/ie4/new/
and pick "InetSDK" off the menu bar, then pick "Internet Tools
and Technologies" off that menu (ignoring (if you're in Netscape) the
amusing Javascript warning messages about "-->" being a syntax error
(gotta love it)) then go way down to the bottom of the page, there's
"XML Object Model".
For those who'd like to avoid carpal tunnel syndrome, the actual
frame-free URL seems to be
http://www.microsoft.com/msdn/sdk/inetsdk/help/inet5017.htm
-Tim