Since [ns_xml parse ?-persist? $string] parses the XML document in a $string and not from an URL, my question is invalid...
I found the proc util_httpget url [ headers ] [ timeout ] [ depth ]
.
Which would work fine with:
util_httpget http://scripting.com/rss.xml {If-Modified-Since: Sat, 14 Jan 2003 21:43:31 GMT}]
Sorry for asking before looking!