Load several XML files through 1 XML file?

If anyone has used or programmed a skin for Trillian (the IM client), I
am trying to do something similar to that scheme.

I have an XML file, that I thought would also subsequently load other XML
files. I’m not too familiar with the XML standard, so I don’t know if
the sample below conforms, or Trillian parsed it specially to know to
load other XML files:

<?xml version=“1.0” encoding=“UTF-8”?>
<!DOCTYPE test SYSTEM “CellLayoutDefs.dtd”>

<CellLayout>
&cellDataFiles;
</CellLayout>

Where &cellDataFiles would point to another XML file with entries for
more XML files to load.

Can this scheme work in Flash (I’m working with F5), or do I have to
load each file individually (so, basically parse a file list, and then parse
each file from the list.)?