you could probably add this in 'fairly easily' depends on your knowledge.
There's php tutorials out there for creating/saving files etc, you want to add something like this to the update status code, so when the status is changed to payment received (your languafe might be different) it automatically creates ab xml file, and emails it.
This post might point you in the right direction
http://forum.x-cart.com/showthread.php?t=50336&highlight=froogle
hth
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