After executing a job where File Location is
OnClient, the file will not be
written to the client instantly, but you will find the rows under the
Detail tab of
window Execute Job.
Now, you can use OutputChannel to write your file.
Use Properties from the context menu to hide
all columns except File string before
you start OutputChannel.
Note: OutputChannel will put a column header to your file, you may want to remove this before saving the file.