DTD must be defined

I am trying to create an XML file. I created one using the below code

Dim XD As XDocument = <?xml version="1.0" encoding="UTF-8" standalone="no"?><Movies></Movies>

For Each M in Movies
  XD.Root.Add(<Movie><Title><%= M.Title %></Title>
              ....</Movie>)
Next

This worked great until i started receiving the error "DTD must be defined before the document root element", so set standalone to "no" (as above). This still hasnt resolved the issue.

When viewing the XML i noticed no declaration is present but i dont know if that would cause this issue or not?

Dim Xdoc As XDocument = XDocument.Load(UrlToXml)