i am sending a request to server and receive an response as an form of xml but i want to parse it so which method i should prefer…
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If your question is “How to parse XML” just use something simple as eXpat (SAX parser) or plug into something more sophisticated like Xerces (SAX & DOM parser) or libxml2.
From your headline it seems you are using mosync, which already provides XML parsing http://www.mosync.com/documentation/tutorials/processing-xml
If your question is “How to choose between SAX and DOM parsing” just read the wikipedia articles on SAX http://en.wikipedia.org/wiki/Simple_API_for_XML , stating benefits and drawbacks. It basically comes down to “SAX requires less resources but DOM might be easier to use”.
Otherwise please describe your problem in more detail.