I think you are copied code from internet and try to compile it.
http://bytes.com/topic/c-sharp/answers/923938-create-xml-file-using-folder-path[
^]
able to find same code from that link.
that is not a complete solution, it is small part of a windows form project. you can't copy past and run it.
There will be compile errors since you don't have defined
Options
in your project. It may be a windows form in that given link.