This looks pretty complex, but you'll need to start by generating classes. Here's a short (incomplete) example:
Public Class Data
Public Property sdacts as New List(of sdact)
Public Property Industries as New List(of Industry)
Public Property Locations as New List(of Continent)
End Class
And keep making more classes as you go. Please note, the above example will only compile in Visual Studio 2010, you'll need to manually add the variables if you are using an earlier version.
If you are confused, look up some tutorials on classes, and look up List(Of T) .
Once you've done that, you'll want to investigate some tutorials on XML Serialization. This allows you to turn these classes into an XML file, with just a few lines of code, regardless of how much is in there.
Good luck! :)