XML documents have to well-formed and should be valid. A parser will (almost) never accept a document that is not well-formed and (most) parsers can be be told to check the documents validity.
A document is well-formed if it follows all the syntactic rules labelled as well-formedness rules in the XML specification. This is about correct opening and closing of tags, correct use of attributes and so on.
A document is valid if it is not only well-formed but also conforms to the grammar defined in its own schema, which can be either a document type definition (DTD) or a XML schema definition (XSD).
In your case, the document is obviously well-formed and, because it does not refer to a schema, it is not invalid.
The problem could be, that you told your parser to validate the document, which is simply not possible, because there is no schema. Although, if this was the case, the error message would be terribly misleading...