The SAXParser object can take in an input stream and the handler. So something like:
SAXParser saxParser = factory.newSAXParser();
XMLParser parser = new XMLParser();
saxParser.parse(httpEntity.getContent(),parser);
The getContent() method returns and input stream from the HttpRequest, and the XMLParser object is just a class I created (supposedly) that contains the definition of how to parse the XML.
EDIT*
You really should read the entire API for SAXParser, it has several overloaded methods:
void parse(InputSource is, DefaultHandler dh)
Parse the content given InputSource as XML using the specified DefaultHandler.
void parse(InputSource is, HandlerBase hb)
Parse the content given InputSource as XML using the specified HandlerBase.
void parse(InputStream is, DefaultHandler dh)
Parse the content of the given InputStream instance as XML using the specified DefaultHandler.
void parse(InputStream is, DefaultHandler dh, String systemId)
Parse the content of the given InputStream instance as XML using the specified DefaultHandler.
void parse(InputStream is, HandlerBase hb)
Parse the content of the given InputStream instance as XML using the specified HandlerBase.
void parse(InputStream is, HandlerBase hb, String systemId)
Parse the content of the given InputStream instance as XML using the specified HandlerBase.
Some of the methods take an InputSource, some take an InputStream, as I stated earlier.