<httpModules>
        <add name="ScriptModule" type="System.Web.Handlers.ScriptModule, System.Web.Extensions, Version=3.5.0.0, Culture=neutral, PublicKeyToken=31BF3856AD364E35"/>
        <add name="WSError" type="MyService.MyHttpModule"/>
      </httpModules>

    public class MyHttpModule : IHttpModule
    {
        public void Dispose()   { }

        public void Init(HttpApplication context)
        {
            context.BeginRequest += new EventHandler(context_BeginRequest);
        }

        void context_BeginRequest(object sender, EventArgs e)
        {
            var application = sender as HttpApplication;
            if (application.Request.Params["command"] == null)
            {
                var doc = CreateXML(); // формируем xml
                application.Response.Clear();
                application.Response.ContentType = "text/xml";
                application.Response.Charset = "utf-8";
                doc.Save(application.Response.Output);
                application.Response.End();
            }
        }
    }