This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
In my opinion you should start by studying JAXP since that is the most general topic. After you are able to write programs using both DOM and SAX processing of XML document, then think of specialization.
There are an enormous number of resources on the web to help you, do a google search for "java xml tutorial."