select
(select p.ProblemType as 'td' for xml path(''), type),
(select p.Onset as 'td' for xml path(''), type),
(select p.DiagnosisStatus as 'td' for xml path(''), type)
from tblProblemList p
where p.PatientUnitNumber = @PatientUnitNumber
for xml path('tr')
To add the header as well you can use union all
.
select
(select 'Problem' as th for xml path(''), type),
(select 'Onset' as th for xml path(''), type),
(select 'Status' as th for xml path(''), type)
union all
select
(select p.ProblemType as 'td' for xml path(''), type),
(select p.Onset as 'td' for xml path(''), type),
(select p.DiagnosisStatus as 'td' for xml path(''), type)
from tblProblemList p
where p.PatientUnitNumber = @PatientUnitNumber
for xml path('tr')