(Drupal 6.x branches only!)
It's actually embarrassingly simple:
1. Install and enable the OpenSearch Feed module.
That's it! To test, try a launching a search; an "XML" button will appear next to the "Search" button on all Apache Solr Search results pages.
By the way, this makes your site OpenSearch-compliant, meaning that IE7+, Firefox and others will auto-detect your search engine and let you add it to your browser's "Quick Search" bar.