If you want to create downloadable csv of you ordered item's you can use following script.

$orders = Mage::getModel("sales/order")->getCollection();
// prepare CSV header
$csv = '';
$_columns = array(
     "Order Id",
     "Product Name",
     "Sku",
     "Price"
);
$data = array();
// prepare CSV header...
foreach ($_columns as $column) {
       $data[] = '"'.$column.'"';
}
$csv .= implode(',', $data)."\n";
foreach ($orders as $order) {
         $items = $order->getAllItems();
         foreach ($items as $item) {
               $loadProduct = Mage::getModel('catalog/product')->load($item->getProductId());
               //prepare csv contents
                $data = array();
                $data[] = $order->getId();
                $data[] = $loadProduct['name'];
                $data[] = $loadProduct['sku'];
                $data[] = $loadProduct['price'];

                $csv .= implode(',', $data)."\n";
               //now $csv varaible has csv data as string
    }
}
     
$this->_redirect('*/*/');
$this->_prepareDownloadResponse('file.csv', $csv, 'text/csv');