How to convert a MySQL DB to XML?
phpMyAdmin has an Export to XML function in it. You could either use that, or examine the code to see how they did it.
The command line client that comes with MySQL has a --xml option:http://dev.mysql.com/doc/refman/5.1/en/mysql-command-options.html#option_mysql_xml
If the output format of that does not match what you need, you could just select the data out and concatenate it with your xml tags:
select concat('<field1>',field1,'</field1><field2>',field2,'</field2>') from table