Principles and Frameworks Around MSXML
Microsoft's XML Toolkit (called MSXML or MSXML3 because of its current version), despite its proprietary nature, is one of the fastest, most robust, and most complete XML tools available. In its latest incarnation (which is Version 3 at the time of this writing), it supports every major core XML technology, and it fixes the main characteristic that could have given it a bad reputation in the past--namely, the nonconformance to the latest XSLT standard, and the use of its own XSL dialect.
MSXML and MSXML3
The names MSXML, MSXML3, and some capitalization variations such as msxml3 are common across the literature and Web content. The name of the product is MSXML; its current stable version is 3. There is a msxml4 preview available at the MSXML site. Their names are found both ways and can be used interchangeably.
Platforms and License
MSXML3 is available under the different Windows 32 platforms (95, 98, NT, 2000, ME, and XP). MSXML3 is especially oriented towards COM. If you are a COM programmer, you will find the techniques and samples in this article useful, and you will be able to apply them to your COM components.
The MSXML3 Software Development Kit is distributed under the Microsoft End User License Agreement (EULA), which means you must agree to certain conditions regarding liability and format of distribution of the msxml package. In all fairness, these restrictions are considerably more reasonable than those imposed by other commercial companies.
I will end this legal-details thread by merely referring you to the MSXML site, where you can find precise license information.