It sounds like you want to create the file in the browser, and save it to the user's local machine. One method is presented here, but it doesn't work in IE Javascript: Create and save file
Here's a fiddle: http://jsfiddle.net/vUdyD/
$(function() {
function exportToCsv() {
var myCsv = "Col1,Col2,Col3\nval1,val2,val3";
window.open('data:text/csv;charset=utf-8,' + escape(myCsv));
}
var button = document.getElementById('b');
button.addEventListener('click', exportToCsv);
});