I recently came across an issue with SharePoint 2010 when trying to use an XML string to access SharePoint lists in Visual Studio. I've used this method in SP 2007 several times to quickly get a live XML data view of a SharePoint list to do cascading drop-downs in InfoPath Forms as outlined in this msdn blog. When I tried ot use this method in 2010, however, I kept getting a "url is invalid" message. I checked my query string and my code up and down and everything looked perfect. After much headache, I decided to click on the column I was using as my filter field and take the actual column name to use in my XML url and that is what finally fixed it. My column name had a space in it and apparently 2010 doesn't like that.