When using Linq 2 Sql with Linq to Xml in VB you could write code like this to generate xml
Dim db As New NorthwindDataContext
Dim xmlLinq2Sql = <root><%= From emp In db.Employees _
Select <Employee id=<%= emp.EmployeeID %>><%= emp.FirstName & " " & emp.LastName %>
</Employee> %>
</root>
Select <Employee id=<%= emp.EmployeeID %>><%= emp.FirstName & " " & emp.LastName %>
</Employee> %>
</root>
Which will generate xml like this
<root>
<Employee id="1">Nancy Davolio</Employee>
<Employee id="2">Andrew Fuller</Employee>
<Employee id="3">Janet Leverling</Employee>
<Employee id="4">Margaret Peacock</Employee>
<Employee id="5">Steven Buchanan</Employee>
<Employee id="6">Michael Suyama</Employee>
<Employee id="7">Robert King</Employee>
<Employee id="8">Laura Callahan</Employee>
<Employee id="9">Anne Dodsworth</Employee>
</root>
<Employee id="1">Nancy Davolio</Employee>
<Employee id="2">Andrew Fuller</Employee>
<Employee id="3">Janet Leverling</Employee>
<Employee id="4">Margaret Peacock</Employee>
<Employee id="5">Steven Buchanan</Employee>
<Employee id="6">Michael Suyama</Employee>
<Employee id="7">Robert King</Employee>
<Employee id="8">Laura Callahan</Employee>
<Employee id="9">Anne Dodsworth</Employee>
</root>
The entity framework requires a more explicit format for the query
Dim entDB As New NorthwindModel.NorthwindEntities
Dim xmlLinq2Entities = <root><%= From ent In entDB.Employees.AsEnumerable _
Select <Employee id=<%= ent.EmployeeID %>><%= ent.FirstName & " " & ent.LastName %>
</Employee> %>
</root>
Select <Employee id=<%= ent.EmployeeID %>><%= ent.FirstName & " " & ent.LastName %>
</Employee> %>
</root>
Hope this helps