if you want you own code
@$sub = fopen("./data/".$filename.".txt","w"

;
if (!$sub) echo "error creating ".$filename.".txt \n ";
@$result = mysql_query("select * from table", $db_connection);
$column_number = mysql_num_fields($result);
if (!$column_number) echo "error reading table header";
/*get column names*/
unset($header);
for($i=0;$i<$column_number;$i++) $header[$i] = mysql_field_name($result, $i);
fputs($sub,"'".implode("','",$header)."'\r\n"

;
/*get data*/
while($data = mysql_fetch_array($result))
{
unset($to_file);
for($i=0;$i<$column_number;$i++) $to_file[$i] = preg_replace("/\'/","''",stripslashes(trim($data[$header[$i]])));
fputs($sub,"'".implode("','",$to_file)."'\r\n"

;
}
fclose($sub);
hope this helps