Open the scripts directory. There are a couple ways to do this...
- Hit SHIFTSHIFT and select "Data Extractor", then choose "Go to Scripts Directory"
- In an existing query, choose the output format (CSV, HTML, TSV selector), then choose "Go to Scripts Directory"
Create a new file (Right Click -> New -> File) and name it XML-Mysqldump.xml.js.
Paste the contents of XML-Mysqldump.xml.js into this file.