Hey Cristobal,
Your xml is in your mach folder. They will be Mach3mill xml, Mach3 turn, etc. Are you setting up a mill? They will be in your Mach folder. Here is how I get to mine. Start, rightclick on my computer, C, Mach3. To attach them go to the full reply page and you will see a button for advanced options, use that to attach the files by browsing to your Mach folders and selecting the Mach3Mill.xml if that is the one you are using.
Brett