client side xml->xhtml via xsl

I want to generate xml that will be transformed to xhtml when picked up by a browser. But I don't want to do it server side b/c that would take proc time and I would lose the ability to view the xml.

I wrote a php that puts out xml headed with
<?php

echo "
<?xml version='1.0' encoding='ISO-8859-1'?>
<?xml-stylesheet type='text/xsl' href='./as.xslt'?>";
...

but when I serve it I always get an error.

Invalid at the top level of the document. Error processing resource 'file:///C:/Documents and Settings/me/My Documen...

<?xml-stylesheet type='text/xsl' href='./as.xslt'?>";
---------------------------------------------------^

Thinking my xml was wrong, I copied the text ouput to a file called test.xml and it worked! Why does it work when I put to output in a file but not when I serve the file directly?

Very confusing.

This would make a good tutorial if you have the time.

Many Thanks.