Create the new file, write data to it, save it. Rinse and repeat until you are done. You can find plenty of sample code on how to do this on Google, just search file handling or files. One trick with ASP.NET though, you have to give IUSR_[Machine Name] access to the folder you want to read/write files to.
The best way to accelerate a Macintosh is at 9.8m/sec² - Marcus Dolengo