I have edited the XMLForm code available in Cocoon 2.1 (CVS) to be compilable against Cocoon 2.0.4 - it is used exactly as explained in the xmlform documentation available at http://xml.apache.org/cocoon/howto/xmlform-wizard/howto-xmlform-wizard.html.
The code is largely untested - but I haven't found any problems using it so far.
Many thanks to the authors of xmlform for the code.
Drop the xmlform-cocoon-2.0.4.jar file into the WEB-INF/lib directory of your webapplication to use it. If you want to compile the source, edit the build.xml file to point to the a directory containing all the WEB-INF/lib files for Cocoon 2.0.4.