I generally build my field with a cfloop query:
<cfset str_myFile = "">
<cfloop query="myQuery">
<cfset str_myFile = "#str_myFile##Chr(10)#""#Field1#"",""#Field2#""">
</cfloop>
Then write it to a file:
<cffile action="write" file="myFile.cdl" output="#str_myFile#">
Then send it to them as a cdl file
<cfcontent file="myFile.cdl" type="text/cdl">
You'll have to check on the mimetype for the cdl file, not sure if that's correct. This method has worked for me on numerous occasions. You may have to play with the method you use to send the file, as some webservers treat the cfcontent deal a little differently