Funny you should ask.
I don't have a utility, but I'm currently working on an article for
Database Journal that has this for its topic. I've got a code sample
that performs the import and I'm working on the explanation. If
you want to browse my code, I'll gladly send it to you. Just drop
me a line at (e-mail address removed)
By the way, I'm not aware of any utility that simplifies the process.
I was told that you'd have to understand the composition of your XML
and use the DOM to step through records, adding parent and child
records in order ... which is how I approached it.
If there is a utility, I'd like to know before I write this article