Hi Uros

For xslt you can find some great resources in the umbraco Wiki and docs section (see http://umbraco.org/documentation/books/xslt-basics/ for a start).

Once you've got a handle on that, here's how I output xml.

1)  Create an xslt macro that gets site data and creates xml.  below is a very simple example

<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE xsl:stylesheet [ <!ENTITY nbsp "&#x00A0;"> ]>
<xsl:stylesheet 
   version="1.0" 
    xmlns:xsl="http://www.w3.org/1999/XSL/Transform" 
 xmlns:msxml="urn:schemas-microsoft-com:xslt"
  xmlns:umbraco.library="urn:umbraco.library" xmlns:Exslt.ExsltCommon="urn:Exslt.ExsltCommon" xmlns:Exslt.ExsltDatesAndTimes="urn:Exslt.ExsltDatesAndTimes" xmlns:Exslt.ExsltMath="urn:Exslt.ExsltMath" xmlns:Exslt.ExsltRegularExpressions="urn:Exslt.ExsltRegularExpressions" xmlns:Exslt.ExsltStrings="urn:Exslt.ExsltStrings" xmlns:Exslt.ExsltSets="urn:Exslt.ExsltSets" 
  exclude-result-prefixes="msxml umbraco.library Exslt.ExsltCommon Exslt.ExsltDatesAndTimes Exslt.ExsltMath Exslt.ExsltRegularExpressions Exslt.ExsltStrings Exslt.ExsltSets ">


<xsl:output method="xml" omit-xml-declaration="yes"/>

<xsl:param name="currentPage"/>

<xsl:template match="/">
<sitedata>
    <galleries> 
        <xsl:for-each select="$currentPage/node [@nodeTypeAlias='Gallery']">
            <gallery>
               <name><xsl:value-of select="@nodeName" /></name>
            </gallery>
      </xsl:for-each>
 </galleries>
</sitedata>

</xsl:template>

This creates output like the following

<sitedata>
 <galleries> 
        <gallery>
           <name>Gallery one</name>
      </gallery>
      <gallery>
           <name>Gallery two</name>
      </gallery>
  </galleries>
</sitedata>

Which can be used in your flash as xml.  To do that,

2) create a template to hold your new xslt macro, such as

<%@ Master Language="C#" MasterPageFile="/umbraco/masterpages/default.master" AutoEventWireup="true" %>
<asp:Content ContentPlaceHolderID="ContentPlaceHolderDefault" runat="server">
<?xml version="1.0" encoding="UTF-8"?>
<umbraco:Macro Alias="yourMacroName" runat="server"></umbraco:Macro>
</asp:Content>

This sticks the xml declaration.  Now the simplest thing to get your template working is.... say your homepage is at /home.aspx - you can use this template on it at

/home/templateName.aspx 

or

home.aspx?altTemplate=templateName

3) and to pass that to flash I just use flashvars.  For that see http://kb2.adobe.com/cps/164/tn_16417.html or (my recommended way) use swfobject and pass the flashvars in via javascript (http://code.google.com/p/swfobject/wiki/documentation).  Your swf file could allow a flashvar for "xml location" or if you want you could even hardcode it in the swf.

Hope this helps,
Dan