Export SQL query to XML?

How can I export the results of a SQL (2000) query into an XML file?

I want the results to be something like:

<records>
<record>
<firstname>John</firstname>
<lastname>Doe</lastname>
<product>book</product>
</record>
</records>

You can execute SQL queries to return results as XML rather than standard rowsets. These queries can be executed directly or from within stored procedures. To retrieve results directly, you use the FOR XML clause of the SELECT statement, and within the FOR XML clause you specify an XML mode: RAW, AUTO, or EXPLICIT.

For example, this SELECT statement retrieves information from Customers and Orders table in the Northwind database. This query specifies the AUTO mode in the FOR XML clause:

SELECT Customers.CustomerID, ContactName, CompanyName,
Orders.CustomerID, OrderDate
FROM Customers, Orders
WHERE Customers.CustomerID = Orders.CustomerID
AND (Customers.CustomerID = N'ALFKI'
OR Customers.CustomerID = N'XYZAA')
ORDER BY Customers.CustomerID
FOR XML AUTO

Whereas you can use the FOR XML clause to retrieve data as an XML document, you can use the Transact-SQL OPENXML function to insert data represented as an XML document. OPENXML is a rowset provider similar to a table or a view, providing a rowset over in-memory XML documents. OPENXML allows access to XML data as if it is a relational rowset by providing a rowset view of the internal representation of an XML document. The records in the rowset can be stored in database tables. OPENXML can be used in SELECT, and SELECT INTO statements where a source table or view can be specified.