Xml output not places where i want

Shortcodes must return content and not echo it. See any of the examples in the codex for add_shortcode()

So your callback function should probably be:

function CheckRemoteService($atts) {
 extract(shortcode_atts(array(
  'name' => 'txt',
 ), $atts));

$xml = simplexml_load_file('my.xml');
return $xml->sites->$name;

}
add_shortcode('checkmyurl','CheckRemoteService');