After some fiddling, I figured the basic limitations of the PS XML format and was able to use a melody exported from the Rosegarden (with some alterations). PS doesn't use a correct MusicXML to be honest, but it uses the subset of its tags (incorrectness for example is in requiring certain tags to be always present, while the official spec doesn't mandate it).
Example of a note:
<note>
<pitch>
<step>B</step>
<octave>4</octave>
<alter>0</alter>
</pitch>
<duration>4</duration>
</note>
<alter> for example needs to be always there, otherwise PS will reject the XML (while it's redundant for 0).
Another limitation - PS understands only one channel. You can't use more. The in-game UI misleads you to believe that it uses 2, but it doesn't. So stick to one channel.
One more limitation seems to be, that divisions can be only equal to 4 (rosegarden sets divisions to 960 by default and that screws PS, up to crashing). Divisions are the number of fractions in one quarter (4th) note. Then the amount of divisions you put in the duration tag will define the length of the note. I.e if divisions=4, and duration=2, you'll get 1/8. So make sure you set divisions to 4 and have durations set accordingly.
See also:
http://www.recordare.com/musicxml/tutorial/hello-world