试一试xmltextwriter 
XmlTextWriter xtw=new XmlTextWriter("c:\\1.xml",null);
 xtw.WriteStartDocument();
 xtw.WriteStartElement("DataSet");
 xtw.WriteStartElement("DB");
xtw.WriteElementString("a","aaaaa");
xtw.WriteElementString("b","bbbbb");
 xtw.WriteEndElement(); xtw.WriteStartElement("DB");
xtw.WriteElementString("a","aaaa1");
xtw.WriteElementString("b","bbbb1");
xtw.WriteEndElement();
xtw.WriteEndElement(); 
xtw.WriteEndDocument();
xtw.Flush();
xtw.Close();