Hi Eric,
All you can do is use the 'Save a Copy' option from the context menu in Sharepoint to get a copy that can be edited in another tool, or use teh explorere view of your document library an drag the files onto your desktop.
The problem is that IE automatically handles the xml mime type and the only way to prevent that (as far as I know) is via a registry hack on your client machines. Probably not a viable solution.
I supose it depends on what you're hoping to do with the xml. One possibility would be to store the xml data in a column rather than as an attachment. That way you can edit it like any other text. I stuck a small project on CodePlex a few months ago that provides a basic implementation of an xml field together with a browser based editor, that may be of some use. Have a look at :
http://spxml.codeplex.com/Hope this helps!
Ch. -
My Blog