Okay, if you want to stick with the SqlDataAdapater you could just write to another file, remove the 'header' and combine the existing file with the new one.
Removing the header could be done with the following piece of Regex code:
Dim ResultString As String
Try
ResultString = Regex.Replace(SubjectString, "<\?xml[^>]+>(\r\n)?", "")
Catch ex As ArgumentException
End Try
A quick google let me to
this page[
^] for some info on concattenating files in Visual Basic