Good article, i have done something similar a few years back but got burned badly by MSXML as using it killed off several SQL Servers over time with a tiny memory leak/handle leak. We got MS support on the case and after heavy debugging of live production servers the culprit was found to be MSXML, even when using it in ServerXMLHttp "mode" which is supposedly the way to use it properly.

I would very much suggest switching to "WinHTTP.WinHTTPRequest.5.1" instead if it needs to be done in pure sql as that fixed our problem and was what MS recommended for this kind of use. Or you could switch to a custom C# CLR based stored procedure for this 🙂