How about this? It's a pure SQL approach to writing a file to disk, but it does you the command shell, which opens up a security risk on the server.
declare @writetofile varchar(max)
select @writetofile = 'osql -U -P -S -Q"select ColumnName from yourtable" -o"c:\SomeFolder\MyFile.bin"
exec master..xp_cmdshell @writetofile
Update: This is not the easiest thing to get running, but try running this in a powerscript or .bat file:
Rem CD command sets the execution folder
cd C:\Program Files\Microsoft SQL Server\90\Tools\binn
rem SQLCmd sets the command using SQLCmd.exe program
rem -S = server name, -d database name, -U is username, -P is password, -Q is query to run, -o is output to
SQLCMD -S ServerName\InstanceName -d DBName -U sa -P MyPassword -Q"select top 1 FieldName from TableName" -o"c:\temp\MyFile.txt"