Export DataGridView into .csv file

Following example I am trying to save the DataGridView's Data into .csv file

Please create a Windows Application and Add a DataGridView and a button on Form1, and please use following code.

I have explained code inline

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Windows.Forms;
using System.Data.SqlClient;

namespace DataGridView_ExportToCSV
{
    public partial class Form1 : Form
    {
        public Form1()
        {
            InitializeComponent();
        }

        private void Form1_Load(object sender, EventArgs e)
        {
            //Fetch the Employee details
            SqlDataAdapter sqlDa = new SqlDataAdapter("Select EmployeeID, firstname," +
                "Lastname from Employees",
                "Server=localhost;Database=Northwind;Trusted_Connection=True;");
            DataSet ds = new DataSet();
            //Fill the DataSet
            sqlDa.Fill(ds, "Employees");
            //Set the DataSource of DataGrid View
            dataGridView1.DataSource = ds.Tables[0];
        }

        private void button1_Click(object sender, EventArgs e)
        {
            string strExport = "";
            //Loop through all the columns in DataGridView to Set the 
            //Column Heading
            foreach (DataGridViewColumn dc in dataGridView1.Columns)
            {
                strExport += dc.Name + "   "; 
            }
            strExport = strExport.Substring(0, strExport.Length - 3) + Environment.NewLine.ToString();
            //Loop through all the row and append the value with 3 spaces
            foreach (DataGridViewRow dr in dataGridView1.Rows)
            {
                foreach (DataGridViewCell dc in dr.Cells)
                {
                    if (dc.Value != null)
                    {
                        strExport += dc.Value.ToString() + "   ";
                    }
                }
                strExport += Environment.NewLine.ToString();
            }
            strExport = strExport.Substring(0, strExport.Length - 3) + Environment.NewLine.ToString();
            //Create a TextWrite object to write to file, select a file name with .csv extention
            System.IO.TextWriter tw = new System.IO.StreamWriter("data.csv");
            //Write the Text to file
            tw.Write(strExport);
            //Close the Textwrite
            tw.Close();
        }
    }
}