Working with external xml files

Greetings to the list members.

I am working mainly with external XML files (located in other server)
so the target is to parse the information in our server by XSL.

Sample: 
http://www.externalsite.com/xmlfile.xml (external)
xslfile.xsl (internal)

With Sablotron and some PHP programming I can get one XML file and
apply it our XSL file (located in our server) to format and display
the data. No problems with this. But as I have to use several XML
files that are not located in our server, I am forced to get working
"document('http://externalsite.com/xmlfile.xml')/node/info".

The question is, how can I achieve this? I know it's a Sablotron
related question, but I have not found so much information on how to
do it. I have read about PHP functions regarding XSLT processing and
found some information on arg:/ to pass handlers but my objective is
parsing an url (http://www.externalsite.com) so I can use it in XSL
file "document(concat('arg:/http','/dir/to/xml/file/file.xml'))/node/info"

Any idea, advice or suggestion is highly appreciated.

:-)