I would suggest using AJAX or normal HTTP methods for sending the information based on which you want to construct the XML file to the server-side. Use your server-side tool (PHP, ASP.NET, Java, etc) for creating/maintaining the files.
If your web host support any of the server-side tools then you'll be able to do. ASP.NET/AJAX/PHP these things are free for you if your web host supports it. Please confirm with your web host support their server-side tool support.
Here. These links will teach you XML and AJAX. - That is, how to parse it and other really cool things. I also swear that there was a script that this guy posted about saving things to text documents, html documents, you name it with ActiveX controls.
These tutorials that are given are VERY easy to understand, also providing info for the total NON-PROGRAMMER!!
Here are the links:
W3SCHOOLS - the website
Hope this helps.