Custom page with fixed content
You need more in your hook_menu() like this:

function something_menu() {
  $items = array();

  $items['something/%id_here'] = array(
    'title' =&gt; 'Some title',
    'type' =&gt; MENU_NORMAL_ITEM,
    // This is the function that will return your page content.
    'page callback' =&gt; 'something_custom_page',
    // This will pass the $data variable you returned from your loader function
    // into your page callback (not the ID in the URL).
    'page arguments' =&gt; array(1),
  );

  return $items;
}


Then your load function needs to actually return what it has loaded, like this:

function id_here_load($arg) {
  // Do some checks o make sure no one can pass in bad data via the url.
  // This is an example you need to check based on your data.
  if (is_numeric($arg)) {
    $data = get my custom data from an external xml feed based on $arg; //this works nicelly - I get an array with the data I need.
    // If you get back valid data.
    // Again you need to make this relevant to your data.
    if ($data) {
      // Return the data.
      return $data;
    }
  }
  // If for any reason you didn't end up getting data return FALSE.
  // This will cause access denied for this page because of an invalid ID or something.
  return FALSE;
}


Then you need to implement your page callback function like this:

function something_custom_page($data = array()) {
  // Do something with the $data to create the page and return
  // either a string of HTML or a drupal render array.
  // Returning a render array is the preferred option.
}


See Render Arrays in Drupal 7 form more info on render arrays.