Here's a sample of what you can do:
domMyXml = thisXDocument.CreateDOM() as IXMLDOMDocument2;
domMyXml.async = false;
domMyXml.load("MyXml.xml");
domMyXml.setProperty("SelectionNamespaces", "[NAMESPACES USED IN MYXML.XML FILE GO HERE]");
Then you just use it as you would any other XML DOM (such as thisXDocument.DOM).
Hope this helps.
Greg Collins [InfoPath MVP]
InfoPath Dev