In SQL 2005, this is simple: 1. Open SQL Server management studio and copy the sql statement you need into the TSQL , such as exec sp_whatever 2. Query->Results to Grid 3. Highlight the sql statement and run it 4. Highlight the data results (left-click on upper left area of results grid) 5. Now right-click and select Save Results As 6. Select CSV in the Save as type, enter a file name, select a location and click Save.
Easy!