http://social.microsoft.com/Forums/zh-CN/295/thread/14a833f5-95bf-48ef-b6cf-c6028f338561

string name = System.Configuration.ConfigurationSettings.AppSettings["downloadurl"].ToString();
FileStream fs = new FileStream(name, FileMode.Create, FileAccess.Write);
StreamWriter sw = new StreamWriter(fs, System.Text.Encoding.GetEncoding("gb2312"));

sw.WriteLine(" 自动编号,姓名,年龄");
foreach (DataRow dr in dt.Rows)
{
sw.WriteLine(dr["ID"] + "," + dr["vName"] + "," + dr["iAge"]);
}
sw.Close();
Response.AddHeader("Content-Disposition", "attachment; filename=" + Server.UrlEncode(name));
Response.ContentType = "application/ms-excel";// 指定返回的是一个不能被客户端读取的流，必须被下载
Response.WriteFile(name); // 把文件流发送到客户端
Response.End();

重点为红色标记处！

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string strFile = "FileName" + DateTime.Now.ToString("yyyyMMddhhmmss") + ".csv";

//这一部分替换为你从DataTable/GridView获取的内容
StringBuilder sb = new StringBuilder();
sb.AppendLine("id,name");
sb.AppendLine("1,邹俊才");
sb.AppendLine("2,才俊邹");
sb.AppendLine("3,Jon");

StringWriter sw = new StringWriter(sb);
sw.Close();

Response.AddHeader("Content-Disposition", string.Format("attachment;filename={0}", strFile));
Response.Charset = "gb2312";
Response.ContentType = "application/ms-excel";
Response.ContentEncoding = System.Text.Encoding.GetEncoding("gb2312");
Response.Write(sw);
Response.Flush();
Response.End();