reading an XML file and needs to download its schema
If you are counting on retrieving schemas or DTDs over the internet, you're building a slow, chatty, fragile application. What happens when that remote server hosting the file takes planned or unplanned downtime? Your app breaks. Is that OK?
See http://xml.apache.org/commons/components/resolver/resolver-article.html#s.catalog.files
URL's for schemas and the like are best thought of as unique identifiers. Not as requests to actually access that file remotely. Do some google searching on "XML catalog". An XML catalog allows you to host such resources locally, resolving the slowness, chattiness and fragility.
It's basically a permanently cached copy of the remote content. And that's OK, since the remote content will never change. If there's ever an update, it'd be at a different URL. Making the actual retrieval of the resource over the internet especially silly.