I prefer using this one of XML Parser. It is really simple and convenience. And it contains ONLY TWO files, including "xmlparser.cpp" and "xmlparser.h"
I can compile it without error on VC++ (Visual C++) 2003 and 2005, and it works very well.
You can get more detail information on author's web site.
http://www.applied-mathematics.net/tools/xmlParser.html