There are multiple methods to capture XML from a URL, but this particular example is helpful when you are dealing with special characters of foreign languages. The loaded XML will display them in correct format for the charset specified.
//Include the following packages
using System.Net;
using System.IO;
//request the particular web page
HttpWebRequest request = (HttpWebRequest)WebRequest.Create("http://feeds.feedburner.com/pointsharepoint?format=xml");
//define the login credentials of the requested file/page
request.Credentials = new NetworkCredential(”UserName”, “Password”);
//get the response from the request
HttpWebResponse response = (HttpWebResponse)request.GetResponse();
//create a stream to hold the contents of the response
Stream receiveStream = response.GetResponseStream();
//create your XML document
XmlDocument mySourceDoc = new XmlDocument();
//load the file from the stream
mySourceDoc.Load(receiveStream);
//close the stream
receiveStream.Close()