Add XAttribute in the constructor of the XElement, like
new XElement("Conn", new XAttribute("Server", comboBox1.Text));
You can also add multiple attributes or elements via the constructor
new XElement("Conn", new XAttribute("Server", comboBox1.Text), new XAttribute("Database", combobox2.Text));
or you can use the Add-Method of the XElement to add attributes
XElement element = new XElement("Conn");
XAttribute attribute = new XAttribute("Server", comboBox1.Text);
element.Add(attribute);