You can use Advanced Find in CRM tool to generate FetchXML for you instead of manually writing the string or using any other tool.
You can just open the Advanced find page and build the query as you like. Then run the query to see if it returns the data as you wish it should. If you are satisfied with the results and you want to know what query was sent into the CRM Framework, then press F11 to get the address bar and enter this script below and press enter.
I was able to get this working for single entity though.. for multiple entities i had a tough time. But the tool i mentioned in my earlier post http://archdipesh.blogspot.com/2007/05/how-to-retrieve-multiple-attributes.html helps me for multiple entities! Thanks - Dipesh