I got the output after a long struggle
and the code is:
<% @Import NameSpace="System.Data" %>
<% @Import NameSpace="System.Data.SqlClient" %>
<Script runat="Server">
Sub Page_Load
Dim connetionString As String
Dim connection As SqlConnection
Dim adapter As SqlDataAdapter
Dim ds As New DataSet
Dim sql As String
connetionString = ///my connection string///
connection = New SqlConnection(connetionString)
sql = "select * from det where city='Los Angeles' "
Try
connection.Open()
adapter = New SqlDataAdapter(sql, connection)
adapter.Fill(ds)
connection.Close()
ds.WriteXml("C:\xmlfiles\xmldata.xml")
Console.WriteLine("Done")
Catch ex As Exception
Console.WriteLine(ex.ToString)
End Try
End Sub
</script>