If you look at the beginning of your AOLserver log, you can tell which modules are being loaded. You should see something like "Notice: nsxml module starting", or an error explaining why that module did not load. If you see neither, you probably need a different config file.
Which version of AOLserver are you installing, and where did you get it?
The nsxml source code is available at SourceForge, but it is a newer version than the one in OpenACS's recommended AOLserver distribution. I'm not sure if the SourceForge version has been tested with dotLRN.