If the string does not contain other XML entities than those for reserved characters and no Unicode points, you may use the CStringT class to replace the entities by characters:
CString ReplaceEntities(LPCTSTR lpszHtml)
{
CString s(lpszHtml);
s.Replace(_T(">"), _T(">"));
s.Replace(_T("<"), _T("<"));
s.Replace(_T("""), _T("\""));
s.Replace(_T("'"), _T("'"));
s.Replace(_T("&"), _T("&")); return s;
}