Ok, then the reason you are having a problem is because you loop through the results and write to the file each time using "w" which means "write over the file, or create and write to the file.
You want "a" for "append"
Also, you should create the file like this
<?xml version="1.0" encoding="UTF-8" ?>
<rss version="2.0">
<channel>
<title>Feed Name</title>
<link>http://www.website.com</link>
<description>La la la</description>
<business_info>
<business_name>data</business_name>
<business_address>data</business_address>
</business_info>
<business_info>
<business_name>data</business_name>
<business_address>data</business_address>
</business_info>
</channel>
</rss>
Maybe not as RSS 2.0, but with some structure or DTD in place.