Select selection exposed filter using XML Views Backend
The Views XML has no idea of the data in your XML. Have you seen this tutorial video from the project page for Views XML Backend.

http://screencast.com/t/mnfEHRT7

They create a simple exposed filter for 1 xml "field" in the view that is searchable by a text filter. This is the simplest form of what you want. Using the exact same type of filter you could:


use hook_views_preview and change text field to a select list with options. You would build the options for the list by re-processing your XML file and using xpath queries to find the possible values you want in your select list. You'd likely want to cache these results to a drupal cache table.
you could also attempt to create your own Views Filter that does this; but thats harder too.