Xml using SQLQueryData - help

[Timothy V]

Hi,
I'm having trouble working this out and was wondering if anyone could help
me. I have a query:
SELECT
1 AS Tag,
NULL AS Parent,
classID AS [Class!1!classID],
className AS [Class!1!Name!element]
FROM Classes
FOR XML EXPLICIT;

The problem is that when i invoke this:
XmlReader xr = sqlCommand.ExecuteXmlReader();
XmlDocument xd = new XmlDocument();
xd.Load(xr);
xd.Save(@"C:\a.xml");

I get this error:
"This document already has a DocumentElement node."

Can anyone tell me how to make this work? All I want to do is save the data
from the query to an xml file.

Thank you in advance,

Tim.