
string connStr = "database=Northwind;Data Source=.;User id=sa;pwd=123123";
using ...(SqlConnection conn = new SqlConnection(connStr)) 

...{
SqlCommand command = new SqlCommand("select * from Customers", conn);
conn.Open();
DataSet ds = new DataSet();
ds.DataSetName = "Customers";
ds.Load(command.ExecuteReader(), LoadOption.OverwriteChanges, "Customer");
Response.ContentType = "text/xml";
ds.WriteXml(Response.OutputStream);
}