"Error loading stylesheet..." is typically reported by the XSL parser, not the browser. What I am suggesting is to open up Firefox and type(as an example):
http://www.yoursite.com/Project/myFile.xsl

Firefox will not try to parse/interpret your XSL file. But it will try to create a "tree-node" representative of the document. Things that the browser will spot easily for you are for example:
& instead of &
or unclosed elements (<br> instead of <br />) or mismatching elements (<span><div></div></span>)
etc.
IF the problem on the file are permissions, the browser will also report it because it will not be able to retrieve it from the server.