How to input XML in WP- Step by Step

Hi
I am working in my site http://www.bergain.co.uk
I have done all the installation successfully with the help of ADAM HUNTER who is a WP developer. Many Thanks to ADAM.
Now I would like to know how to use the XML feeds from other sites, specially from retailers to my site. I want my Blog to update automatic. So please somebody help me here. or is there anybody has written any aricle regarding this Step by Step process in your own blog where I can have a look.
Please help me here.
Regards’
Maz