but not yum/rpm because of the above problem with links
I don't understand what your problem is. When you use any version of any browser, on any platform, to download the ANPM installer (it is WarpIn), the WarpIn installer (it is self installing), and Firefox, or Seamonkey, then make them available to OS/2 (you probably need a USB stick, formatted as FAT32), you can install WarpIn, then ANPM...
Yes, installing ANPM and YUM/RPM is straight forward as they're provided as physical file links, the yum/rpm packages within on the other hand... from a web page/browser that has been installed, mail or another source outside anpm that list a new and interesting software you want to one-click-install. wpi is a file that can be downloaded while there is nothing like that with rpm that other software can pass on to anpm/rpm/yum at the moment. My suggestion is therefore to create the infrastructure to provide a virtual link to a physical package.
To much software (not only OS/2-related) want you to only work within the software and not to interact with other sources of interest. Some restrict command line params, refuse/barf/dies on clipboard formats etc.
A new link format such as yum:// or anpm:// may not be the best, just as Lewis R's noted in my feature request, so his suggestion there is better. Less data should however be preferred and included than the proposed xml, in my opinion. Does it really need more than site + path + package ?