if you want to output dataset as is, tryDataSet1.WriteXml(Response.OutputStream);
otherwise, you need to create Xml in the way you want, then use Response.Write()
<%@ Import Namespace="System.Data" %>
<%@ Import Namespace="System.Data.SqlClient" %>
<script language="C#" runat="server">
void Page_Load(object sender, EventArgs e)
{
   SqlDataAdapter da = new SqlDataAdapter("select * from authors",
"server=localhost;database=pubs;uid=sa;pwd=;");   DataSet ds = new DataSet();
   da.Fill(ds);   Response.Clear();
   Response.ContentType="text/xml";
   Response.AddHeader("Content-Disposition", "attachment; filename=TestXml.xml");
   ds.WriteXml(Response.OutputStream);
   Response.End();
}
</script>