Why not do the following:
Get the resultset from the procedure in the .NET program. Use the .NET API Library (ExcelLibrary) to generate excel and store at the required location. It will be much easier and convenient that way.
The sample code for .NET code can be found on this forum or you can also refer to SQL Script guide. Regarding ExcelLibrary, google it. There are many sample codes available on the internet.
Ravi