The XML should be formatted as a normal XML document would. Then you just pass it to the stored procedure using parameter type XML.  
Here's an example on how to do an insert. In this case, @p_AdditionalContactInfo is the XML, and it's in this form:
<entities>
  <entity>
    <firstName>Joey</firstName>
    ...        
  </entity>
  .. more entity records
</entities>
Here's the t-sql example:
  DECLARE @l_index int
  -- parse the records from the XML
  EXECUTE sp_xml_preparedocument @l_index OUTPUT, @p_AdditionalContactInfo
  INSERT INTO @l_AdditionalContactInfoTbl
            ( ContactInfoID
            , FirstName
            , LastName 
            , ContactTypeID
            , Title
            , Email
            , AddressLine1
            , AddressLine2
            , City
            , State
            , Zip
            , MobilePhone
            , BusinessPhone
            , UpdateDateTime )
       SELECT ContactInfoID
            , FirstName
            , LastName
            , ContactTypeID
            , Title
            , Email
            , AddressLine1
            , AddressLine2
            , City
            , State
            , Zip
            , MobilePhone
            , BusinessPhone
            , UpdateDateTime
         FROM OPENXML (@l_index, 'entities/entity', 1)
              WITH (  ContactInfoID  int          'id'
                    , FirstName      varchar(50)  'firstName'
                    , LastName       varchar(50)  'lastName'
                    , ContactTypeID  int          'contactTypeId'
                    , Title          varchar(20)  'title'
                    , Email          varchar(100) 'email'
                    , AddressLine1   varchar(100) 'addressLine1'
                    , AddressLine2   varchar(100) 'addressLine2'
                    , City           varchar(50)  'city'
                    , State          varchar(2)   'state'
                    , Zip            varchar(5)   'zip'
                    , MobilePhone    varchar(12)  'mobilePhone'
                    , BusinessPhone  varchar(12)  'businessPhone'
                    , UpdateDateTime datetime     'updateDateTime'
                   )
  EXECUTE sp_xml_removedocument @l_index