how to get XML document object

I have a string in a JS variable which happens to be a serialised XML
document from a HTTP request.

How to I get a DOM XML object which represents this string?

I tried:
		var doc = new XMLDocument();
but I get the following error:
[Exception... "Object cannot be created in this context"  code: "9"
nsresult: "0x80530009 (NS_ERROR_DOM_NOT_SUPPORTED_ERR)"  location:
"<unknown>"]

This code is being executed in a remote XUL application running on
FireFox 1.5RC1