SAXON is a Java command-line program that provides a set of services for converting XML data into other formats. Download from here. SAXON is able to convert your XML into:
HTML
A single HTML page or a multipage so-called chunked HTML version where you can navigate from page to page.
JavaHelp
Microsoft Windows Help
Among the generated files is a file called htmlhelp.hpp which is input for the Microsoft HTML Help Compiler. Using the generated files this compiler can on his turn generate a Windows™ .CHM helpfile.
XHTML
A single XHTML page or a multipage so-called chunked XHTML version where you can navigate from page to page.
Formatting Objects (FO)
An intermediate format which can be picked up by other processors to generate PDF and RTF formats.
If you reference any graphics be sure to include them in the target directory of the generated output as well.
See the sample makefile for technical details on calling SAXON.