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SQL Server 2008 - output query to a file

Hi all - I am hoping that someone can help me with some SQL Server scripting.

I have a SQL server stored procedure that retrieves a bunch of data via a cursor.  I want to be able to loop through the cursor and write the results to an output file.  I initially coded the stored procedure to use SQL Server’s OLE automation functions (sp_OACreate, sp_OAMethod and sp_OADestory), but I do not have execute privileges for this procedures.  I spoke with the DBA about this issue and he was not keen on turning the OLE Automation feature on for the server (security threat -
 multiple databases exist on this server).  

I then changed the logic to use the xp_cmdshell commands.  Again, I do not have execute privileges for this SQL Server functionality (again the DBA is hesitant).

Does anyone have a way (in SQL Server) to send the query data to an output file without using the above mentioned logic?  Any ideas, thoughts or suggestions are much apreciated.

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Vitor Montalvão
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Thanks - I am going to work with the DBA to find the best solution give the restrictions that he has placed on me....
joos01, a feedback will be appreciated.
Recommendation to close this question by accepting the above comment as solution.