Importing XML feeds (newbie needs assistance)

Hi,

I'm struggling to import any type of xml feed into my site using the site importer. I have been given a file that ends in .php and if I navigate to it it opens in my browser in what looks like the correct (if not very similar) format.

I have saved the result as an xml file and tried selecting it on the xml importer function but nothing happens. I was expecting it to ask me to match fields with records, but nothing. Has anybody any experience with this?

TIA