Exceptions while parsing!

Hi,
   I am getting the following trace while parsing my.xml with
XercesDOMParser in visual studio environment - - 
(Although I m able to proceed further after parsing and then get the
document, but I wish to know why are these exceptions in traces r coming)

First-chance exception at 0x77e73887 in config_test.exe: Microsoft C++
exception: xercesc_2_2::MalformedURLException @ 0x0012e6b8.
First-chance exception at 0x77e73887 in config_test.exe: Microsoft C++
exception: [rethrow] @ 0x00000000.
First-chance exception at 0x77e73887 in config_test.exe: Microsoft C++
exception: [rethrow] @ 0x00000000.
First-chance exception at 0x77e73887 in config_test.exe: Microsoft C++
exception: xercesc_2_2::EndOfEntityException @ 0x0012e80c.

This is my.xml
<?xml version='1.0' ?>
<!DOCTYPE Container SYSTEM "my.dtd">
<Container name= "opencall.slee" xmlns:xi="http://www.w3.org/2001/XInclude">
	<xi:include href="tlf.xml" parse="xml" />	
</Container>

This is validated against the following my.dtd - 

<!ELEMENT Container (xi:include*)>
<!ATTLIST Container
  name			  CDATA           #REQUIRED
  xmlns:xi        CDATA           #FIXED "http://www.w3.org/2001/XInclude"
  >
 
<!ELEMENT xi:include ANY>
<!ATTLIST xi:include
  href            CDATA           #REQUIRED
  parse           CDATA           #REQUIRED
  >  


Can someone plz tell me why are those exceptions coming??

Thanks in advance,
Manoj