a question about xml schema

Dear Sir:
    I'm a xml learner from China.I'm sorry for bothering you but i got a question that i should resolve.
That's: i want to put the Schema into the xml file, and when i load it, i can parse it directly, and i don't know how to do it..maybe it means to create a inline Schema. And then there is the question: can i do that? i don't want to use DTD due to its oldness, then which kind of schema should i choose? . By the way, i use VB and SQL Server7.0 to develop the project, and the kind of Schema i used is of .xdr.
    That's all, Thank you very much.
                                                                       Your sincerely      Jianfeng Sun    
                                                                       >From P.R.C 2001.5.10