This is an old question, but it's still one of the first results on Google. The fastest way to do this is to link MySQL directly to Excel using ODBC queries or MySQL For Excel. The latter was mentioned in a comment to the OP, but I felt it really deserved its own answer because exporting to CSV is not the most efficient way to achieve this.
ODBC Queries - This is a little bit more complicated to setup, but it's a lot more flexible. For example, the MySQL For Excel add-in doesn't allow you to use WHERE
clauses in the query expressions. The flexibility of this method also allows you to use the data in more complex ways.
MySQL For Excel - Use this add-in if you don't need to do anything complex with the query or if you need to get something accomplished quickly and easily. You can make views in your database to workaround some of the query limitations.