rs.Save xml, adPersistXML - MSXML2.DOMDocument

Hey Alex,
Any chance you could post an example of how to use the recordset.save method of creating xml either as a stream or a file and applying it to an 2.0 grid. I believe you will have to use an stylesheet. I have been trying to get this to work for 2 days now, and I am going crazy.
I am using the: MSXML2.DOMDocument object.

Something like this:

rstData.Open strSQL, DataConn, adOpenForwardOnly, adLockReadOnly, adCmdText

Dim xml, xsl, targetDoc
Set xml = Server.CreateObject("MSXML2.DOMDocument")
Set xsl = Server.CreateObject("MSXML2.DOMDocument")
Set targetDoc=CreateObject("MSXML2.DOMDocument")
xml.async = False
xsl.async = False
rstData.Save xml, 1 'adPersistXML
xsl.load Server.MapPath("z.xsl")
xml.transformNode(xsl)

For some reason I am able to do a response.write on the xml.transformNode, but I am unable to save the result as a file.
I am thinking there has to be some way to just create this object in memory and apply it to the grid...