PHP/MySQL to create CSV in remote folder

So i am trying to create a page that will query my database and export the data to a csv file in a remote folder... I can make it work all good, except it wont save it to the folder, it will just bring up the SAVE/OPEN box...  Script is below...

$query = sprintf( "SELECT * FROM table" );
$result = mysql_query( $query, $conn ) or die( mysql_error( $conn ) );

header( 'Content-Type: text/csv' );
header( 'Content-Disposition: attachment;filename=CUST.CSV' );

  $row = mysql_fetch_assoc( $result );
  if ( $row )
  {
    echocsv( array_keys( $row ) );
  }

  while ( $row )
  {
    echocsv( $row );
    $row = mysql_fetch_assoc( $result );
  }

  function echocsv( $fields )
  {
    $separator = '';
    foreach ( $fields as $field )
    {
      if ( preg_match( '/\\r|\\n|,|"/', $field ) )
      {
        $field = '"' . str_replace( '"', '""', $field ) . '"';
      }
      echo $separator . $field;
      $separator = ',';
    }
    echo "\r\n";
  }

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