If you truly want the data under NSMutableData form then the following should help you:
NSMutableData *theData = [NSMutableData dataWithContentsOfURL:[[theOpenPanel URLs] objectAtIndex:0]];
But I don't think that would be very useful. Why have xml as raw data? Mutable at that!!
Are you looking for the string so you can manually look at the text document?! Then perhaps this is what you're looking for : NSString's stringWithContentsOfFile:encoding:error
Perhaps you want to parse it afterwards?! Then I'd suggest reading on NSXMLParser.