public class GenerateXMLView {
    
    /** Creates a new instance of GenerateXMLView */
    public GenerateXMLView() {
    }
    public static void main(String[] args) throws Exception {
        Class.forName("com.microsoft.jdbc.sqlserver.SQLServerDriver").newInstance();
        String url ="jdbc:microsoft:sqlserver://localhost:1433;databaseName=Collage;selectMethod=cursor;";
        Connection conn = DriverManager.getConnection(url, "SA", "");
        PreparedStatement pstmt = conn.prepareStatement(
                "select Student.Sno,Student.Sname,Course.Cno,Course.Cname,SC.Grade from Student,Course,SC where SC.Sno=Student.Sno and SC.Cno=Course.Cno order by Student.Sno",
                ResultSet.TYPE_SCROLL_SENSITIVE, ResultSet.CONCUR_UPDATABLE);
        ResultSet rs = pstmt.executeQuery();
        ResultSetMetaData rmd = rs.getMetaData();
        Document document = new Document(new Element("ResultSet")); //创建文档ROOT元素
        int colcount = rmd.getColumnCount();
        while (rs.next()) {
            Element RowElement = new Element("ROW");
            
            for (int i = 1; i <= colcount; i++) {
                Element TempElement=new Element(rmd.getColumnName(i).toString());
                TempElement.setText(rs.getString(i));
                RowElement.addContent(TempElement);
            }
            document.getRootElement().addContent(RowElement);
        }
        rs.close();
        pstmt.close();
        conn.close();
        XMLOutputter outp = new XMLOutputter(Format.getPrettyFormat()); //格式华输出，产生缩进和换行
        
        Format format = outp.getFormat();
        format.setEncoding("GB2312"); //设置语言
        format.setExpandEmptyElements(true); //设置输出空元素为<sample></sample>格式
        outp.setFormat(format);
        
        outp.output(document, new FileOutputStream("ResultSet.xml")); //输出XML文档
        System.out.print("XML 文档生成完毕！");
    }
}
我写的这个程序在NetBeans上运行成功，注：运行的时候不要忘记添加SQL Server 2000的JDBC驱动程序
以后打算做成GUI形式的，类似于查询分析器，将查询的结果直接生成XML格式
也可以参考一下这个文章
《Efficiently Publishing Relational Data as XML Documents》