check your xml file - it's likely got a Bite order marker in it. open the file in a hex editor and delete the non printing characters from the start of the file.
As your xml looks fine - particularly the xml declaration - I'm pretty sure this will be your problem.
depending on the character encoding used when the file was created it'll be somehting like : 0xFEFF (if its utf-8 - think that ones little endian)
Here's how to get all the movie names out :
XmlNodeList nodeList = doc.SelectNodes("/MovieData/Movie");
foreach (XmlNode xn in nodeList)
{
Console.WriteLine(xn["Name"].InnerText);
}
if you want to sort them too then its probably easier to XDocument.