I usually hard-code any header info and append it manually to the XML file. It won't usually render it properly in the SSMS window. You can use a browser or I use Programmer's Notepad++ (a free dowload) which handles every format possible. Once you have confirmed the XML is valid, and appended any header info and declarations, then it's usually converted back to NVARCHAR anyway prior to being posted via an HTTP client or whatever.