Ah, gotcha.
I think you have XML confused with something else. XML is a format for storing data, not a scripting language. XHTML is a subset of XML, for example, and is used to represent the data you wish to show in your web pages.
The simplest way to do it would be to have an (X)HTML page with whatever you want to display, and use the
window.open JavaScript method to open it.
The Mozilla Developer Centre pages have a good reference. It's just one line of JS, and the first two parameters are easy: the URL and the new window's name. The third is the bit you want to play with: it'll let you nuke the window toolbars, status bar, etc. You won't be able to get rid of the border though - the user needs that X button to close the damn thing.