what version of IE?
One problem is that in some versions it tries to be too clever about the content type and tries to work it out on its own.
A hack we have used on occasion is to add a fake extension at the end of the URL to provide a hint, but in your case you want the opposite.
To do this, add ".csv" as the last parameter on the URL eg /context/MyServlet?.csv or /context/MyServlet?param1=value&.csv
I kid you not.