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I had the exact same problems as the OP, and this is what I did to fix the daunting GDML make problem.
1. Clean out your C:\xerces directory.
2. Download the binary recommended by a previous poster from the following link for your build. http://xerces.apache.org/mirrors.cgi#binary It sounds like you are using a Windows machine with cygwin. If so, then get the following version: xerces-c-3.1.0-x86-windows-vc-9.0.zip if you are using Visual C++ Version 9.0.
3. Copy the zipped folder titled xerces-c-3.1.0-x86-windows-vc-9.0 to the following directory - C:\xerces such that it's new location will be C:\xerces\xerces-c-3.1.0-x86-windows-vc-9.0 Now you should only have one directory in the C:\xerces directory, it shouldn't matter otherwise, but it gives me peace of mind.
4. Open Cygwin
5. Navigate to your geant build directory
6. Type ./Configure -build
7. Go through the prompts as you did with your first build, using the previous defaults and choose "yes" for installing GDML
8. When the configure script is finished, DO NOT hit enter to begin the make process.
9. Instead, using internet explorer, navigate to the following file and open it using an editor that can save in unix fomat (I used Programmers File Editor, b/c that is what I use for other projects): C:\Geant4\geant4_9_3\.config\bin\WIN32-VC\config.sh
10. Go to the line g4gdml_xercesc_root='c:/xerces' and change it to g4gdml_xercesc_root='c:/xerces/xerces-c-3.1.1-x86-windows-vc-9.0'
11. Save the file IN UNIX FORMAT.
12. Go back to your cygwin window, and hit enter to start the make process
Basically, my problem was two-fold:
1. I built the xerces source files incorrectly, so I needed the prebuilt binaries for my architecture.
2. The g4gdml_xercesc_root folder was pointing to the wrong directory, hence it couldn't access the files. I recommend that the .Config script be improved to help catch this problem in the future much like it asks for the CLHEP directory, it should ask for the xerces directory if you choose to install GDML.