(X)HTML can use CSS files for their display. XML files can use XSLT files. When Firefox displays such a message, it juste hasn't found any associated XSLT file and displays the raw XML file. There is nothing to worry about.

XML files are not intended for human reading, but for software processing. With XSLT, they can be easily read by humans. If you use MSN Messenger and log your conversations, open the log folder, and open an XML file: you're going to read a well formed, perfectly readable XML file using XSLT.

In order to "fix" your Firefox issue, create a XSLT file to associate your XML feeds to.