Recommendations for parsing XML from the web

My goal is to parse XML data that I'll be receiving from over the internet. Because of how I'll be receiving the data, I figure it will be best for me to parse the data using a streaming method (SAX). I am programming in C++ and I can use MFC in this project.

Along with recommendations for parsing the XML data, I'm wondering if anybody also has recommendations for making the HTTP requests as well. Preferably this would be something that could easily stream into the SAX XML parser. I also need to be able to connect using SSL and have 128-bit encryption.

The one full featured XML parser I know of is Apache's XERCES C++ library. I know that can do SAX parsing. And for the HTTP/HTTPS stuff, I know of the WinINet functions in the windows API. I'm not sure if either of these are ideal for what I want though. I doubt I'll be able to easily stream data from the WinINet functions into the XERCES parser. If anybody knows of anything that may work better, I would like to hear about it.

Or would it be better for me to go with another alternative, that is to program what I need in .NET and link to it as a DLL?