You are looking at the HTML representation of the XML format.
HTML is good for debugging, but is unsuitable for application use.
Specify the format parameter to change the output format.
To see the non HTML representation of the XML format, set format=xml.
See the complete documentation, or API help for more information. 
<?xml version="1.0"?>
<api>
  <query-continue>
    <alllinks alcontinue="Images/1/1f/Training-Request-Sheet.pdf|240" />
  </query-continue>
  <query>
    <alllinks>
      <l ns="0" title="Compatible File Formats" />
      <l ns="0" title="Dubbing Stages" />
      <l ns="0" title="EduEasy Computer Literacy Programme" />
      <l ns="0" title="EduEasy Master Training Programme for Teachers" />
      <l ns="0" title="FOSS Stages" />
      <l ns="0" title="FOSS Stages/Checklist" />
      <l ns="0" title="FOSS Stages/Summary" />
      <l ns="0" title="Glossary for" />
      <l ns="0" title="How to use OpenOffice script template" />
      <l ns="0" title="How to use OpenOffice script template" />
    </alllinks>
  </query>
</api>