I think you need to see first "how to ask a question", anyway.
$xml = file_get_contents("http://steamcommunity.com/profiles/76561198044834372/games?tab=all&xml=1");
$xml = simplexml_load_string($xml);
foreach ($xml->games->game as $game) {
echo (string) $game->name;
}
Outputs;
Dota 2 Grand Theft Auto IV Champions Online: Free For All Company of Heroes Company of Heroes: Opposing Fronts Company of Heroes: Tales of Valor CrimeCraft GangWars Darksiders DC Universe Online Deus Ex: Human Revolution Global Agenda HOMEFRONT Demo Metro 2033 Red Faction: Armageddon Sniper: Ghost Warrior Team Fortress 2 The Lord of the Rings Online™ Tribes: Ascend