xml, PHP, MYSQL

I think i was dropped from the mailing list. So this message is twofold. My second part is... Is there a performance difference in returning a MySQL query in XML format? Is it a matter of preference whether the conversion takes place in php or mysql? I didn't even know mysql was capable of this until two days ago and I am having a difficult time putting the pieces together. I have already looked at the SimpleXML in php.net and the parsing functions as well.