String Stringa = "Testo Testo Testo";

Encoding enc = Encoding.Unicode;

byte[] myByteArray = enc.GetBytes(Stringa);

String FileName = "NomeDelFile.Ext";

Response.AppendHeader("content-disposition", "attachment; filename=" + FileName);

Response.ContentType = "application/html";

Response.BinaryWrite(myByteArray);

Response.End();