I haven't used that module before, but it sounds to me like you are not loading the XML or XSL file properly. It is complaining about not finding the right tag at the first character of the first line, which sounds like there might be nothing there at all.

If it isn't that, then maybe your XML isn't well formed. It would help to show some example code, so that anyone trying to help doesn't have to start from scratch to try to answer your question.

- Cees