Microsoft xml parser manual
Dim xml As MSXML2.XMLHTTP
Set xml = New MSXML2.XMLHTTP
xml.Open "GET", "https://gs.com/xmlgenerator?user=keith"
xml.send
Dim doc As MSXML2.DOMDocument
Set doc = New MSXML2.DOMDocument
doc.Load xml.responseXML
Dim r As Range
Set r = Range("a2")
r.Value = doc.xml
If you need https you might need an updated xml parser com dll. It is on http://msdn.microsoft.com/downloads/default.asp?URL=/code/topic.asp?URL=/msdn-files/028/000/072/topic.xml
Or www.microsoft.com/xml for short
Make sure you also get the xmlinst.exe tool as you will need it if the computer starts behaving badly.
Key is in the MSXML2.XMLHTTP
The way com works is that you have a default version (MSXML2) and then the real versions (MSXML2.26 MSXML2.3 etc) so you can use MSXML2.3.XMLHTTP
So once you install 3.0 you can set default back to 2.6 but still use the 3.0
Just search the registry for MSXML and you will get the idea.