Loading xml with processing instructions (PI's) into Xindice

[onno.paap]

I am trying to load this example file into Xindice (command line or Java 
program):

<?xml version="1.0" ?> 
<product product_id="120320">
 <?my_pi my_string="hello world" ?>
 <description>Glazed Ham</description> 
</product>

But it gives this error:
ERROR : Collection Document Malformed

Obviously Xindice supports working with custom PI's but why can't I load a file 
containing one?

I would much appreciate input on this.
Onno Paap