The key problem with bundling together a group of XML documents for transmission is that you can't just append them all together into one file. Doing so will result in one big, malformed document that most XML parsers will reject when they hit the root Element of the second document. Despite the fact that people have been aware of this problem since XML was first proposed for electronic commerce, there isn't yet a universally accepted solution.
If you've picked up on one of the themes of this chapter, you shouldn't be surprised to learn that your packaging options are somewhat dependent on your choice of transport. Here are a few options using proven, readily available technology.
In addition, some software utilities that provide persistent encryption can operate on several files in a directory at the same time, generating one encrypted file with all the documents.