Assuming you want to use the XML facilities built into Java, it's as
easy as pie.  You'll need to call DocumentBuilderFactory.newInstance()
to get a new DocumentBuilderFactory, then configure factory (see the API
in javax.xml.parsers).  Call the factory's newDocumentBuilder() method
to create a DocumentBuilder, and the call the builder's parse() method.  
There are multiple parse methods, allowing you to parse a file,
InputStream or InputSource.  One of those also makes it possible to
parse a string rather than reading a file.  And no validation against
any DTD or schema will be attempted when the factory is configured that
way.

= Steve =

How about

http://www.perfectxml.com/JAXP.asp

Or there are many XML tutorial available on the web, you just need to
find one that shows how to using your chosen technologies.

The tutorial above uses DOM and JAXP, but there are other parsers
available. You could also use SAX if you are worried about memory. There
is the option to implement something yourself if you are really
concerned with speed and simplicity and just want to check e.g. that
every opening tag has a closing tag, this would be pretty easy. However
if you decided you wanted to do a little more later on it would be
benificial to be using something with more functionality.

James