Nou, ik heb het zelf gedaan:
SQL = "SELECT table1.x, table2.z FROM table1
INNER JOIN table2 ON table1.ID = table2.SubID
FOR XML AUTO, XMLDATA";
en
DataSet data = new DataSet();
DbCommand cmd = conn.CreateCommand();
cmd.CommandText = SQL;
data.ReadXml(((System.Data.SqlClient.SqlCommand)cmd).ExecuteXmlReader(),
xmlReadMode.Fragment);
dat is het