XML is used for passing data from one place to another, so there isn't really any need in it to have A HREF. If I understand your question, then you would place your url in an element like <link>link1.html</link> then parse the url out. Hope this helps!
Something along the lines of what iMarcus said, perhaps even <a><title>link title</title><target>_blank</target><href>someurl . com</href></a>
What iMarcus said is right. Place your url in an <link> element within an <item> element. This will also pass xml validation <item> <other tags></other tags> <link>Place url here</link> </item>