C# time out exception when passing data to http response

I"m trying to send the user a pretty decent about of data could be about 200,000 records or more. WHen i run the selections it always times out. If i run smaller ones it works. Heres the code to export: I'm i goign about this wrong, is there a better way to achieve what i want in terms of performance. I need to get the user a csv file of data from a stored procedure.

public void ExcelExportCSV(SqlDataReader dr )
    {
        HttpResponse response = HttpContext.Current.Response;
        HttpContext context = HttpContext.Current;
        context.Response.Clear();

        while (dr.Read())
        {
            context.Response.Write(dr.GetValue(0)+ ",");
            context.Response.Write(dr.GetValue(1) + ",");
            context.Response.Write(dr.GetValue(2) + ",");
            context.Response.Write(dr.GetValue(3) + ",");
            context.Response.Write(dr.GetValue(4) + ",");
            context.Response.Write(dr.GetValue(5) + ",");
        }
        context.Response.Write(Environment.NewLine);
        context.Response.ContentType = "text/csv";
        context.Response.AppendHeader("Content-Disposition", "attachment; filename=membSel.csv");
        context.Response.End();
    }