A handy trick that mirod pointed out is to use two files. The first contains your enclosing <a> elements and uses a DTD to define a named entity that refers to the second file. The second file contains just the series of <b> elements with their contents, and no enclosing top level element.. E.g.:

<!DOCTYPE doc [<!ENTITY real_doc SYSTEM "/path/to/real/file.xml">]><a>
+&real_doc;</a>
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This allows you to append to the second file without having to worry about the encolsing element tags.