Parsing is the process of checking the syntax of your document and creating the "tree structure." If you are using a validating parser, the process will also compare the XML file to its DTD.
There are a number of online parsers. To use these, you typically type in the URI of your file and tell the process to begin.
There are many parsers that you can download and run on your local machine. Most of these require you to have either a Windows or UNIX machine. They are written in a variety of langauges; this is a cross section of some of the many which are available.