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(" 自動編號,姓名,年齡"); 
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";// 指定返回的是一個不能被客戶端讀取的流，必須被下載 
Response.WriteFile(name); // 把文件流發送到客戶端 
Response.End(); 

重點為紅色標記處！ 

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

//這一部分替換為你從DataTable/GridView獲取的內容 
StringBuilder sb = new StringBuilder(); 
sb.AppendLine("id,name"); 
sb.AppendLine("1,鄒俊才"); 
sb.AppendLine("2,才俊鄒"); 
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();