This is not a problem. You may set DOMDocument's documentURI property.
Something like this
<?php
$xsl = new DOMDocument('1.0','UTF-8');
$xsl->loadXML(file_get_contents('/foo/bar/somefile.xsl');
$xsl->documentURI = '/foo/bar/somefile.xsl';
$xslProc = new XSLTProcessor();
$xslProc->importStylesheet($xsl);
?>
and document('other.xsl') will work fine!