Creo que quieres algo que sea válido:
Código:
<?xml version="1.0" encoding="UTF-8"?>
<Feed xmlns="http://www.aaa.com/PRR/ProductFeed/1.0" name="PRUEBA" incremental="false" extractDate="2007-01-01T12:00:00.000000">
<Categories>
<Category>
<ExternalId>1010</ExternalId>
<Name>First Category</Name>
<CategoryPageUrl><![CDATA[http://reviews.site.com]]></CategoryPageUrl>
</Category>
<Category>
<ExternalId>1020</ExternalId>
<Name>Second Category</Name>
<CategoryPageUrl><![CDATA[http://reviews.site.com/]]></CategoryPageUrl>
</Category>
<Category>
<ExternalId>1021</ExternalId>
<ParentExternalId>1020</ParentExternalId>
<Name>Sub Category</Name>
<CategoryPageUrl><![CDATA[http://reviews.site.com/]]></CategoryPageUrl>
</Category>
</Categories>
<Products>
<Product>
<ExternalId>2000001</ExternalId>
<Name>First Product</Name>
<Description>First Product Description</Description>
<Brand>ACME</Brand>
<CategoryExternalId>1010</CategoryExternalId>
<ImageUrl><![CDATA[http://images.site.com/prodimages]]></ImageUrl>
<ManufacturerPartNumber>26-12345-8</ManufacturerPartNumber>
<EAN>0213354752286</EAN>
</Product>
<Product>
<ExternalId>2000002</ExternalId>
<Name>Second Product</Name>
<Description>Second Product Description</Description>
<Brand>ACME</Brand>
<CategoryExternalId>1021</CategoryExternalId>
<ManufacturerPartNumber>26-12345-8</ManufacturerPartNumber>
<EAN>0213354752287</EAN>
</Product>
</Products>
</Feed>
sino es asi, no entendi bien tu pregunta.
Saludos.