Converting NameValue pair entity to XML
You could achieve a little more readability using Linq2Xml like this:

var ex = new XElement("ServiceResponse",
    response.details.Select(detail =&gt; 
        new XElement("Details", 
            new XElement(CleanName(detail.name), detail.value))));


I have moved the line of code that performs some kind of cleaning on the detail's name to a separate method, like so:

private static string CleanName(string name)
{
    return Regex.Replace(name.Trim(), @"[^A-Za-z0-9.]+", "");
}


You could rename this method to communicate better what it does (for me it's not really obvious). 

Two more things:


it's good to follow the C# naming guidelines. In your code, the local variables begin with a capital letter and the public fields/properties of the Request and Detail classes begin with lowercase letters. It should be the other way around.
you could add a using Nettium.FraudManagementBase.DataContext; clause at the top of the file. The data access code will look like this:

using (DBDataContext con = new DBDataContext())
{
    con.Requests.InsertOnSubmit(new Request { response = ex });
    con.SubmitChanges();
}



which is much cleaner IMO.

So, the final code could look like this:

var xml = new XElement("ServiceResponse",
    response.Details.Select(detail =&gt; 
        new XElement("Details", 
            new XElement(CleanName(detail.Name), detail.Value))));

using (DBDataContext con = new DBDataContext())
{
    con.Requests.InsertOnSubmit(new Request { Response = xml });
    con.SubmitChanges();
}