The best way to approach the problem is to develop a freestanding
Java class that opens the URL and reads the stream into an XML parser.
Once you are able to parse the XML add methods to extract whatever you need from it.
Note that none of the above involves JSP because code inside a JSP just complicates things. Get it running as a utility class first.
If you have not done any XML processing, go do Sun's XML tutorial first.
Bill