IXMLDocument = interface(IInterface)
    ['{395950C3-7E5D-11D4-83DA-00C04F60B2DD}']
.....

  lxmlDoc := LoadXMLDocument(xmlEdit.Text);
  try
    lxmlTemplate := LoadXMLDocument(xslEdit.Text);
    lxmlDoc.DocumentElement.TransformNode(lxmlTemplate.DocumentElement, lsResult);
.....

<?xml version="1.0" encoding="windows-1251"?>
<data begin="2009-10-01T00:00:00" end="2009-10-30T00:00:00">
	<object>
		<name>ЗАО СУ- 155 </name>
		<file date="2009-10-26T12:07:33.007">
			<text>текст</text>
		</file>
	</object>
	<object>
		<name>ЗАО СУ- 166 </name>
		<file date="2009-10-26T12:07:33.007">
			<text>текст  2 </text>
		</file>
	</object>
</data>

xslProc.transform();

<xsl:stylesheet version="1.0" xmlns:xsl="http://www.w3.org/1999/XSL/Transform" xmlns:msxsl="urn:schemas-microsoft-com:xslt" xmlns:ext="urn:extension-functions" exclude-result-prefixes="msxsl ext">
	<xsl:output method="html" encoding="windows-1251"/>
	<msxsl:script language="JavaScript" implements-prefix="ext">
		function save(txt, fileName) {
			как тут сохранить txt в fileName??
			return true
		}
	</msxsl:script>
	<xsl:template match="*">
		<xsl:if test ="ext:save()">
			<xsl:text>YES</xsl:text>
		</xsl:if>	
	</xsl:template>
</xsl:stylesheet>

		function save(txt, fileName) {
		var fso = new ActiveXObject("Scripting.FileSystemObject");
		var a = fso.CreateTextFile(fileName, true);
		a.WriteLine(txt);
		a.Close();
		return true;
		}