Validating xml via xsd

I'm new to XSD, so please help. I've created an xml usinf "for xml path" in SQL Server Management Studio 2008. It looks like:

I've red some literature, where after creating such an xml, I'm suuposed to run this:

But it doesn't work. As I know after saving this file in xml and clicking it twice, it should open xml in browser. But it doesn't. What is wrong? primary key is ReferenceCode. I've created xml using this query:

   select p.ReferenceCode
         ,p.LastName
         ,p.FirstName
         ,p.BirthDate
         ,p.BirthPlace
         ,(
           select d.Type
                 ,d.Series
                 ,d.Number
                 ,d.IssueDate
                 ,d.IssueAuthority
             from #Document d
            where d.ReferenceCode = p.ReferenceCode
              for xml path ('Document'),root('Documents'),Type
          )
         ,(
           select a.Type
                 ,a.Street
             from #Address a
            where a.ReferenceCode = p.ReferenceCode
              for xml path ('Address'),root('Addresses'),Type
          )
         ,(
           select h.Number
             from #Phone h
            where h.ReferenceCode = p.ReferenceCode
              for xml path ('Phone'),root('Phone'),Type
          )
     from #Person p
      for xml path ('Person'),root('Root')

Thanks in advance