Is there a way to load an XML Document into memory without first passing it through a file?  I plan on using a web service to retrieve an XML document, and it appears that the only way to put it through Sesame's XML parser is to first write the return value of @HTTPGetHTML to a file.

Not that this is a big deal.  One could easily use @RedirectProcess to find the user's temporary file directory (using SET TEMP) and then create a dump file there.