Dim myStream, myConnection, myCommand, stx, srez 
Set myStream = CreateObject("ADODB.Stream")
Set myConnection = CreateObject("ADODB.Connection") 
Set myCommand = CreateObject("ADODB.Command")
myConnection.Open "Provider=SQLOLEDB.1;Integrated Security=SSPI;" & _ 
"Persist Security Info=False;Initial Catalog=База Данных;Data Source=Сервер"
myCommand.ActiveConnection=myConnection 
myCommand.CommandText="dbo.get_xml"
myCommand.Properties("Output Encoding").Value = "windows-1251" 
myStream.Open
myCommand.Properties("Output Stream") = myStream
myCommand.Execute ,,1024 'instead of adExecuteStream
myStream.Position=0
myStream.Charset="WINDOWS-1251"
Dim strxml
strxml = (Trim(myStream.ReadText))
stx = "<?xml version=" & Chr(34) & "1.0" & Chr(34) & " encoding=" & Chr(34) & "windows-1251" & Chr(34) & "?>"
srez = stx & strxml
Dim fso, MyFile
Set fso = CreateObject("Scripting.FileSystemObject")
Set MyFile = fso.CreateTextFile("C:\имя файла.xml", True)
MyFile.WriteLine(Trim(srez))
MyFile.Close