Open XML In XML

Hi All,
I am facing problem regading XML.
I want to open XML file in XML....!
For the understanding of my problem please see the following eqution.

MasterXML = XML1 + XML2 + XML3 + XML4

Here I have XML1, XML2, XML3 and XML4 files. Now if I open MasterXML file than I can see the contains of the XML1, XML2, XML3 and XML4 files in sequence.
This MasterXML file will contains the PATH of the XML1, XML2, XML3 and XML4 files. So when I open the MasterXML file it will goes through the PATH of XML1, XML2, XML3 and XML4 files and open these XML files in sequence.
I don't know weather it is possible or not....!
If any buddy have any idea of this problem than please tell me.
If this thing is not possible than can you please tell me why it is not possible ?
And if this possible than can you please send me the sample XML file/links.
Thanks for your cooperations in advance.

Regards,
vb_user.