Please go back and read the reply from Scott Pletcher and myself.
I agree that it sounds like you're trying to do a server to server transfer. With the exception of converting to EDI, using XML to do such a thing is one of the worst ways to do it. Using a "native" type of BCP Export would be much better, produce much smaller files, and load MUCH faster on the other end.
BCP (Bulk Copy Program) is a command line tool that comes with SQL Server.