Please try this and let me know.
{
SqlCommand sc = new SqlCommand("SELECT * FROM Table", oConn);
SqlDataAdapter da = new SqlDataAdapter(sc);
DataSet ds = new DataSet();
da.Fill(ds);
ds.WriteXml("MyFile.txt");
}
To Append the text file,
using(StreamWriter file = File.AppendText(@"c:\MyFile.txt"))
{
file.WriteLine(yourAppendString);
}