Javascript XML Parser wrapper
From a quick read : 


Xml seems like a bad name for your wrapper, you should consider something like xmlParser ?
I would allow access to data and elements by using this instead of var because you wrap so little of the XML parser API
this.length seems wrong ( the parser has no length), maybe loadedElementCount, but even that is pretty bad, I would just let the caller use elements.length.
I would return elements in this.load, since that is pretty much what the caller would need next.
You are not checking for falsey values of nodeName in this.load
I would not create a var element in getValueAt, I would just return elements.item(index).childNodes[0].data