A simple example. Please put the files in the same directory.
There is a formal tutorial about XSD on http://www.w3schools.com/schema/default.asp. It's very good.////XSDTest.java:
import javax.xml.parsers.DocumentBuilderFactory;
import javax.xml.parsers.DocumentBuilder;
import org.xml.sax.ErrorHandler;
import org.xml.sax.SAXParseException;
import org.w3c.dom.Document;public class XSDTest implements ErrorHandler
{
public static void main(String[] args)
{
DocumentBuilderFactory docBuilderFactory = null;
DocumentBuilder docBuilder = null; 

try
{
docBuilderFactory = DocumentBuilderFactory.newInstance();
docBuilderFactory.setValidating(true);
docBuilderFactory.setNamespaceAware(true);
docBuilder = docBuilderFactory.newDocumentBuilder();
docBuilder.setErrorHandler(new XSDTest());
Document doc = docBuilder.parse("WellFormed.xml");
}
catch(Exception se)
{
se.printStackTrace();
}
}

public void error(SAXParseException se)
{
System.out.println("Caught an error:" + se.getMessage());
//se.printStackTrace();
}

public void fatalError(SAXParseException se)
{
System.out.println("Caught an fatal error.");
se.printStackTrace();
}

public void warning(SAXParseException se)
{
System.out.println("Caught a warning.");
se.printStackTrace();
}
}////WellFormed.xml
<?xml version="1.0" encoding="utf-8"?>
<Test 
xmlns="WellFormed"
    xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="WellFormed WellFormed.xsd">
    <Name>John &lt; Doe</Name>
    <!--<temp/>-->
</Test>////WellFormed.xsd
<?xml version="1.0" ?>
<xs:schema 
targetNamespace="WellFormed"
xmlns="WellFormed"
  xmlns:xs="http://www.w3.org/2001/XMLSchema"
  attributeFormDefault="qualified"
  elementFormDefault="qualified">
  <xs:element name="Test">
    <xs:complexType>
      <xs:sequence>
        <xs:element name="Name" type="xs:string" minOccurs="0" />
      </xs:sequence>
    </xs:complexType>
  </xs:element>
</xs:schema>