I think you should read the Document-Based Applications Overview.
To register an extension to your application, bring up the Target info window (Project » Edit Current Target "My Target"... at the bottom) and open the "Properties" tab. Fill in the blanks for your document type there. For more info, read Storing document type informations in the Application's Property List, contained inside the above guide.
To read XML data, consider using a NSXMLParser (google it for examples) to drive the results into a NSMutableArray as you see fit; and to get the data into your application, consider using a NSDocument subclass, as suggested (again) in the document-based application overview.
As you might understand, this document is quite a vital read.