Sometimes you want to quickly copy some data into a text file or you want append some data to a text file but you don't feel like opening BIDS or the DTS designer. Here is a way to accomplish what you want from within a query window

To copy data into a new file use BCP (Bulk Copy Program). To append to a file use OPENROWSET

Here is some sample code. First create this table

If you try to execute xp_cmdshell on a fresh install of SQL Server 2005 or 2008 you will be greeted with the following message

Server: Msg 15281, Level 16, State 1, Procedure xp_cmdshell, Line 1

SQL Server blocked access to procedure 'sys.xp_cmdshell' of component 'xp_cmdshell' because this component is turned off as part of the security configuration for this server. A system administrator can enable the use of 'xp_cmdshell' by using sp_configure. For more information about enabling 'xp_cmdshell', see "Surface Area Configuration" in SQL Server Books Online.

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Create an excel sheet

In the first 2 rows put some data, save the excel sheet as testing.xls on the c drive

Execute the command below