Further, while so far IE browser was used, just now I tried with firefox, and
surprisingly, that seesm to give line num, column details! which I think
should meet their requirement. 
eg: 
XML Parsing Error: not well-formed
Location: file:///C:/IT.....abc.xml
Line Number 130, Column 1:

But still any
additional replies to my previous questions would be of great help going
forward.

Thanks.