XDocument.Load ....Error 401

I'm using XDocument.Load to load an xml file. The exact command is:
XDocument xdoc = XDocument.Load(Request.Url.ToString().Substring(0, Request.Url.ToString().LastIndexOf("/") + 1) + "MyXML.ashx");
As you can see, the xml file does not exist, but the MyXML http handler produces it on the fly.So the exact url is:
http://localhost:35555/myApp/MyXML.ashx

What's strange is, that though it works ok when publishing it to a web server, on development machine using the ASP.NE ...