Use DTS, BCP, or Query analyzer.
For QA you first have to set your results to be comma delimited.
Tools --> Options --> Results tab --> Results output format pick comma delimited. Then hit Okay.
In a query analyzer window select Query --> Results to File.
Then type select * from Mytable. QA will ask you to give it a file name, and your off.
See books online for BCP, and dts