public function init()
{
  if($this->action == 'export')
  {
    parent::init();
    $this->genCsv();
  }
  else
  {
    parent::init();
  }
}

protected function genCsv()
{
  header("Content-Type: text/csv; charset=GB2312");
  header('Content-Disposition: attachment; filename="'.$this->fileName.'"');
  //add your content dump codes here
  flush();
}

public function renderItems()
{
  if(Yii::app()->user->checkAccess('administrator'))
  {
    echo '<div class="toolBar">';
    echo '<form action="'.CHtml::normalizeUrl(array($this->action)).'&id='.$this->id.'" method="post">';
    foreach($this->getController()->getActionParams() as $name => $value)
    {
      echo '<input type="hidden" name="'.addcslashes($name,'"').'" value="'.addcslashes($value,'"').'" />';
    }
    echo '<input type="image" title="'.Yii::t('ifCMS','Export to CSV').'" src="'.Yii::app()->theme->BaseUrl.'/images/ico-csv.png" alt="Submit">';
    echo '</form>';
    echo '</div>';
  }
  parent::renderItems();
}

<?php
  $this->widget('application.extensions.grid.MyGridView', array(
  'id'=>'grid',
  'action'=>'export',
  'dataProvider'=>$dp,
  'columns'=>array(
    array(
      'header'=>Yii::t('Statistics','Phone'),
      'name'=>'phone',
    ),
    array(
      'header'=>Yii::t('Statistics','Count'),
      'name'=>'count',
    ),
  )
));?>