This week's book giveaway is in the Agile and other Processes forum. We're giving away four copies of The Mikado Method and have Ola Ellnestam and Daniel Brolund on-line! See this thread for details.
You can create all elements and attributes yourself, and write them to a file, or you can construct a DOM object in memory, and have it write itself to a file. There are various DOM-like APIs (DOM itself, XOM, JDOM, dom4j).
You can find in introduction to Java XML processing here.