Learning to make your own custom XML isn't exactly easy. You need to learn the structure of a xml file, and what you can and can't do to make it work in-game.
For instance, the xml file needs to start with game ID / region so Riivolution recognizes the right xml with the game. Next, you have an "options" section, where you can make options for whatever you want, like for example different sets of stages. You can create multiple choices within the options, and each choice needs a "patch id", so Riivolution knows where in the xml it should look for commands.
After the options section, you have the patch section, where you have all the commands that tell Riivolution which files you want to replace, with your own ones.
I can give you an example of a xml that I used to use (take note this is a PAL xml):
http://www.mediafire.com/view/s0cf51ldyyiajd7/Brawl_Hack_Sets.xmlI don't know how to add multiple pages to a xml, though :\
