Is there a way to display entities callouts in both IE

I am trying to use entity calls (example —) from 1 xml source for
both IE and Mozilla. Currently the IE version works fine due to the entity
files being called out from the dtd. I am having issues with the Mozilla
version.  I can not get it to recognize the &mdash.  I have tried to
declare the entity in a stylesheet using:
<?xml version="1.0" encoding="iso-8859-1"?>
<!DOCTYPE xsl:stylesheet [
      <!ENTITY mdash "&#151;">
]>

this did not work.
Am I missing something?

Betty