web service that returns xml

This example is using sql server 2008 and visual studio 2010.
This example uses the Employees table of the Northwind database.

I have a Web service called EmployeesWebService.asmx

This is my code:

Imports System.Web.Services
Imports System.Web.Services.Protocols
Imports System.ComponentModel
Imports System.Data
Imports System.Data.SqlClient
Imports System.Web
Imports System.Web.Script.Services
Imports System.Collections.Generic
Imports System.Runtime.Serialization
Imports System.IO
Imports System.Text

' To allow this Web Service to be called from script, using ASP.NET AJAX, uncomment the following line.
<System.Web.Script.Services.ScriptService()> _
<System.Web.Services.WebService(Namespace:="http://tempuri.org/")> _
<System.Web.Services.WebServiceBinding(ConformsTo:=WsiProfiles.BasicProfile1_1)> _
<ToolboxItem(False)> _
Public Class EmployeesWebService
    Inherits System.Web.Services.WebService

    <WebMethod()> _
    Public Function HelloWorld() As String
        Return "Hello World"
    End Function

    ' This method returns a Json type.
    <WebMethod()> _
    <ScriptMethod(UseHttpGet:=False, ResponseFormat:=ResponseFormat.Json)> _
    Public Function GetEmployees1() As List(Of Employee)

        Dim info As New List(Of Employee)()

        Dim mycon As SqlConnection
        mycon = New SqlConnection("Data Source=MyServer;Initial Catalog=Northwind;Integrated Security=True")
        mycon.Open()
        Dim query As String = "SELECT [EmployeeID],[LastName],[FirstName]  FROM [Northwind].[dbo].[Employees]"
        Dim cmd As New SqlCommand(query, mycon)
        'cmd.Parameters.AddWithValue("@id", id)

        Dim reader As SqlDataReader
        reader = cmd.ExecuteReader()
        While reader.Read()
            Dim b As New Employee()
            b.EmployeeID = reader.GetInt32(0)
            b.LastName = reader.GetString(1)
            b.FirstName = reader.GetString(2)
            info.Add(b)
        End While
        reader.Close()
        ' close the connection
        mycon.Close()

        Return info
    End Function

End Class

' Employee class
Public Class Employee
    ' Integer type
    Public Property EmployeeID() As Integer
        Get
            Return m_EmployeeID
        End Get
        Set(value As Integer)
            m_EmployeeID = value
        End Set
    End Property
    Private m_EmployeeID As String
    ' String type
    Public Property LastName() As String
        Get
            Return m_LastName
        End Get
        Set(value As String)
            m_LastName = value
        End Set
    End Property
    Private m_LastName As String
    ' String type
    Public Property FirstName() As String
        Get
            Return m_FirstName
        End Get
        Set(value As String)
            m_FirstName = value
        End Set
    End Property
    Private m_FirstName As String
End Class

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When I run this in my web browser I get this:


How would I modify my web service to return xml that is formatted like this:


Can anyone help?