Writing XMLReader Data To A File

I'm trying to do this:

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1) Have SQL server return some data from this
simple stored procedure. It returns XML:

SELECT * FROM eAccessTypes
FOR XML AUTO

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2) In my C# I capture the return value in
an XmlReader like so:

XmlReader xmlr = mySqlCommand.ExecuteXmlReader();


After this i want to write the xmlr data to a file.

Any ideas