Parsing an XML File for a single word/phrase
Linq to XML is your friend

var serverName = XDocument.Load(response.GetResponseStream()).Element("Server").Value;


Your code will be easily broken if someone adds a node to the XML, and your code should be as flexible as possible. Never do such an assumption (It's gonna be the first node)

Your method is blocking, consider making it asynchronous.

using (var response = await request.GetResponseAsync()){

}


And by the way, C# got type inference, so why bother typing the type? Use var instead 

var request = WebRequest.Create(xmlLocation);