After upgrading a Joomla 1.5 site to a 2.5 site I would get “Failed to retrieve the Currency Converter XML document” on the shipping method page. I found the fix here.

https://forum.virtuemart.net/index.php?topic=74205.0

  1. FTP’ed to the clients host and downloaded the following file.
    administrator/components/com_virtuemart/classes/currency/convertECB.php
  2. Opened it in dreamweaver and edited line 57.

    var $document_address = ‘http://www.ecb.int/stats/eurofxref/eurofxref-daily.xml’;

    to be

    var $document_address = ‘http://www.ecb.europa.eu/stats/eurofxref/eurofxref-daily.xml’;

After that I didn’t get the error.