There are few different ways to install GCC-XML on your system:
If you use Linux, than I am almost sure your system has “gccxml” package.
Consider to install it using “native”(rpm, deb, portage) packaging system.
Another option is to install it from the source code. See instructions
provided by Brad King, the author of GCC-XML. Installation from sources
is supported for Windows, Linux and Mac platforms.
You can use GCC-XML installer built by me, from the CVS. Go to download page
and download “gccxml-setup”.