Well your options are to parse the string directly to an inner join or to create a udf that returns a table, that you will inner join.
DECLARE @x XML
SET @x = '<i>' + REPLACE(@classification , ',', '</i><i>') + '</i>'
SELECT *
FROM MyTable a
INNER JOIN
(SELECT x.i.value('.', 'VARCHAR(7)') AS [Classification]
FROM @x.nodes('//i') x(i)) b
ON a.Classification = b.Classification
Like I said, your other option is to drop the xml into a function and inner join your table on the function.