Hook for URL Request

Actually, my recommendation would be to do things a bit differently. You can add a custom rewrite endpoint to WordPress to handle these files specifically.

For example, the URL http://site.com/download-xml/the_filename would automatically download the specified file as an attachment.

First, you need to add a custom rewrite endpoint to set this up:

function add_endpoint() {
    add_rewrite_endpoint( 'download-xml', EP_ALL );
}
add_action( 'init', 'add_endpoint' );

This conveniently also adds a query variable so we can check to see if this endpoint is being used during a standard template redirect.

function download_redirect() {
    global $wp_query;

    // If this isn't the right kind of request, bail.
    if ( ! isset( $wp_query->query_vars['download-xml'] ) || empty( $wp_query->query_vars['download-xml'] ) )
        return;

    // Download the file.

    exit();
}
add_action( 'template_redirect', 'download_redirect' );

In the function above, you can do whatever you need to download the file. Load it from the /wp-content/uploads directory as a stream, set the file headers (with content-disposition set to “attachment”), dynamically generate content based on something in the database, whatever you want.

Just be sure to have the exit() call at the end, otherwise WordPress will try to execute its regular template redirection calls and you’ll get some ugly “headers already sent” errors later down the road.