Well it's absolutely right - you can't have a space in an XML element name, or indeed in an HTML element name. Why do you think you need it? Image tags don't have spaces in the element name...
Are you sure you don't want to put the space in an attribute value?
Could you give us an example?
EDIT: Okay, so in your comment you want something like:
<img src="path" />
Here:
img
is the element name
src
is an attribute name
path
is an attribute value
So you'd use something like:
writer.WriteStartElement("img");
writer.WriteAttributeString("src", "path");
// Any extra bits you wanted
writer.WriteEndElement();