As far as I know you can't do that directly. One solution would be create an Xml wrapper around all the documents:
Code:
<documents>
<documentOne></documentOne>
<documentTwo></documentTwo>
</documents>
You could create a wrapper document by simply loading the string "<documents/>" into a fresh DomDocument. Then append the document elements of the DomDocuments you wish to send to the document element of the wrapper.
--
Joe