Module.vb

Sub Main()
    Dim url = "http://example.jp/xml"
    Dim client = New WebClient With {.Encoding = Text.Encoding.UTF8}
    Dim xml = client.DownloadString(url)
    Dim d = XDocument.Parse(Sanitize(xml))
End Sub

Private Function Sanitize(xml As String) As String
    Dim sb = New Text.StringBuilder

    For Each c In xml
        Dim code = AscW(c)

        If code = &H9 OrElse
            code = &HA OrElse
            code = &HD OrElse
            (&H20 <= code AndAlso code <= &HD7FF) OrElse
            (&HE000 <= code AndAlso code <= &HFFFD) OrElse
            (&H10000 <= code AndAlso code <= &H10FFFF) Then

            sb.Append(c)
        End If
    Next

    Return sb.ToString
End Function