...and if you don't want to mess about with COM and don't fancy the DOM model that tinyXML presents then
expat[
^] works pretty well.
I've found the more complicated the XML the better TinyXML is as it presents a DOM tree. For simpler or flatter structures expat blows it away in how much memory it uses.
Just out of interest... TinyXML and expat are portable so if you ever fancy porting your code to something that's not windows then they (or something like them) are the way to go.
Cheers,
Ash