Plugin for develop an XML feeder

Hi all! ; )

I’m trying to develop a plugin for my WP that works that way:

http://mysite.com/wp-content/plugins/my-plugin/feeder.php

and that php file returns an XML file (contains a posts list).

But I don’t know how to develop that plugin (or service).
how can I connect to WP database with $wpdb if this page is separated of the WP site (I want that page returns an XML file, without the WP header, footer, …)?

thank you a lot

byes