$file_contents = '<?xml version="1.0" ?><yourroot><item>some content</item></yourroot></xml>';

// Open or create a file (this does it in the same dir as the script)
$my_file = fopen("myfile.xml", "w");

// Write the string's contents into that file
fwrite($my_file, $file_contents);

// Close 'er up
fclose($my_file);