edit: ah crap. I misread this as hyperspin originally.
the below steps are for converting HS to Mala. Maximus is a different beast and I'm working on it...standby.
ok, here's a few more steps- it can be done, but is even more of a PITA than I first described!

Your hyperspin list is already an XML file. This is the key!
1) Make sure you have the latest version of romlister, as linked to above. It is less restrictive as to what it accepts as an XML input file.
2) In romlister, go into settings and tools, browse to your hyperspin gamelist file for the input.
-) RL will complain to you that it doesn't know what type of file this is, continue at your own risk, blah blah blah.
3) Now press the "list all ROMs" button, and you should now have a list in romlister that is in fact a clone of your hyperspin list.
4) select all the roms in that list (sorry ctrl-A doesn't work, but you can highlight the first entry and scroll to the end to highlight 'em all)
5) right click on the highlighted roms and select "add to your list"
6) from your working list, now export this list as a batch file. The batch file will be used to move/copy your zip files to a new folder and then you can pick up the instructions from my earlier post.*
If the above it outside your brain, let me know and I'll make an actual tutorial on doing it. This is an often requested feature and until now I didn't really think it was possible, but now that I've figured out the above steps, this gets me a huge step forward in creating an actual converter tool. Until I get the time to code that, you have to do it by hand.
* As as advanced move, you could also just modify the batch file that RL is about to create to make a dummy zip file with the rom name as the filename. It's the rom filename itself that the rom scan utility then uses to know how to parse the listxml file down to just your rom set.