Trying to Build TreeView Query in T-SQL
Got an Idea from Mikael Eriksson and a help from a team lead @ work

  select Table1.AssetObjID as "@AssetObjID",
           Table1.Asset_ID as "@Asset_ID",
           Table1.FromLR as "@FromLR",
           Table1.AssetType + ', ' + Table1.StreetName + ', ' +  Table1.FromMunicNo   as "@FirstRow",
           (
           select Table2.ACIObjID as "@ACIObjID",
                  Table2.PAssetObjID as "@PAssetObjID",
                  Table2.Feature_ID + ', ' + Table2.FeatureName   AS "@ChildOfFirstRow",
                  (
                  select Table3.ITMObjID as "@ITMObjID",
                         Table3.Item_ID + ',' + Table3.[DESC] as "@GrandChildOfFirstRow"
                  from Table3
                  where Table1.AssetObjID = Table3.AssetObjID and 
                        Table2.ACIObjID = Table3.ACIObjID
                  for xml path('Table3'), type
                  )
           from Table2
           where Table1.AssetObjID = Table2.PAssetObjID
           for xml path('Table2'), type
           ),
(
           select Table3.ITMObjID as "@ITMObjID",
                         Table3.Item_ID + ',' + Table3.[DESC] as "@GrandChildOfFirstRow"
                  from Table3
                  where Table1.AssetObjID = Table3.AssetObjID and 
                        Table2.ACIObjID &lt;&gt; Table3.ACIObjID
                  for xml path('Table3'), type
)
    from Table1
    where Table1.AssetType = 'xxxx'
    for xml path('Table1'), root('xml')


So It goes something like this:

&lt;Table1 atrributes......... FirstRow=".........."/&gt;
&lt;Table2 atrributes......... ChildOfFirstRow=".........."&gt;
&lt;Table3 atrributes......... GrandChildOfFirstRow=".........."/&gt;
&lt;/Table2&gt;
&lt;Table3 atrributes......... GrandChildOfFirstRow="This GrandChild took the importance as equal to ChildOfFirstRow"/&gt;