I would be wary of using XML in cookies. XML is not the most compact way to store data, and if I recall correctly, there IS a space constraint to the length of cookies. There is some standard, but in all reality it is probably browser-dependent.
Technically, I believe you could pass XML as a big long string as a cookie param, but I can think of many better ways of accomplishing the task.
"Falling in love with map, one block at a time."
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simeon2000