why document() doesn't work

Hi,
Please help (I couldn't find the answer to my problem from "FAQ").
Here's my document list xml file:

<?xml version="1.0" encoding="utf-8"?>
<EntryPoint>
  <nFundOperation filename="FSUSA00386.xml" />
  <nShareClassOperation filename="FSUSA00386-FOUSA00H0A.xml" />
  <nAnnualReport filename="FSUSA00386-FOUSA00H0A.xml" />
  <nFundAnnualReport filename="FSUSA00386.xml" />
  <nPortfolio filename="FSUSA00386-554834.xml" />
  <nTrailingPerformance filename="FSUSA00386-FOUSA00H0A.xml" />
  <nHistoricalPerformance filename="FSUSA00386-FOUSA00H0A.xml" />
</EntryPoint>

and one of the source file is FSUSA00386-FOUSA00H0A.xml (for the node nAnnualReport):

<?xml version="1.0" encoding="utf-8"?>
<AnnualReport _Id="FOUSA00H0A">
 <Date>2002-12-31</Date>
 <FeeAndExpense>
  <NetIncomeRatio>-0.56</NetIncomeRatio>
  <GrossExpenseRatio>1.37</GrossExpenseRatio>
  <NetExpenseRatio>1.34</NetExpenseRatio>
  <ExpenseComponent/>
 </FeeAndExpense>
 <Financials>
  <UnrealizedCapitalGain>-2296992.72940</UnrealizedCapitalGain>
  <RealizedCapitalGain>-36189245.28209</RealizedCapitalGain>
  <CapitalLossCarryForward>35329604.10751</CapitalLossCarryForward>
  <NetAssets>37203270</NetAssets>
 </Financials>
</AnnualReport>

Here's partial of xsl:

<?xml version="1.0" encoding="utf-8"?>
<xsl:stylesheet   version="1.0"   xmlns:xsl="http://www.w3.org/1999/XSL/Transform">
<!--xsl:include href="AnnualReport.xsl" /-->
<xsl:output method="xml" encoding="utf-8" indent="yes"/>
 <xsl:template match="/">
  <XML15C>
   <xsl:apply-templates select="//nAnnualReport"/>
  </XML15C>
 </xsl:template>
 
 <xsl:template match="nAnnualReport">
  <xsl:copy-of select="document(@filename)//Date"/>
 </xsl:template>
 
</xsl:stylesheet

In the output I only got <XML15C /> while I expect <XML15C>2002-12-31</XML15C>.
I tried many ways to output the some source info in the FSUSA00386-FOUSA00H0A.xml without success. 
It seems document() doesn't work at all. I can't figure out what's wrong.
Many thanks in advance.
Peter

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