When I go to that site, I get:
<ms:errorMessage>
−
<error>
<errorId>2038</errorId>
<domain>SOA</domain>
<severity>Error</severity>
<category>System</category>
<message>Missing SOA operation name header</message>
</error>
</ms:errorMessage>
So it would seem that the URL is to a web service and probably requires some kind of authentication or at least input data in the request header. The HTTP response 500, according to Wikipedia, is a generic error meaning that the server can't specify the problem but knows there was one. Here's the best part of that article:
Response status codes beginning with
the digit "5" indicate cases in which
the server is aware that it has
encountered an error or is otherwise
incapable of performing the request.
Except when responding to a HEAD
request, the server should include an
entity containing an explanation of
the error situation, and indicate
whether it is a temporary or permanent
condition.
All that combined, I'd have to say your issue is that your are trying to grab a file from a remote server using a method that assumes you have some directory-level access to that file, and the server is responding with "Um, what?"
If you want to get the actual XML error as though you were in Firefox, use cURL:
$ebay_url = "http://svcs.ebay.com/services/search/FindingService/v1";
$ebay_page = curl_init();
curl_setopt($ebay_page, CURLOPT_RETURNTRANSFER, true); //output to string.
curl_setopt($ebay_page, CURLOPT_URL, $ebay_url); //set the url for the request.
$ebay_response = curl_exec($ebay_page);
print_r(simplexml_load_string($ebay_response));
If you want to actually get something back more meaningful, I would look at PHP's SoapClient methods and the actual ebay web service documentation.