The below script replicates the functionality in only xslt, allowing for passing the function a filename and mime type from directly within the xsl (thanks doug for the informative blog post).  As noted in the comments however, there may be reasons for using the compiled usercontrol.

<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE xsl:stylesheet [ <!ENTITY nbsp "&#x00A0;"> ]>
<xsl:stylesheet 
   version="1.0" 
    xmlns:xsl="http://www.w3.org/1999/XSL/Transform" 
 xmlns:msxml="urn:schemas-microsoft-com:xslt" 
 xmlns:gecko="urn:gecko-com:xslt"
  xmlns:umbraco.library="urn:umbraco.library" xmlns:Exslt.ExsltCommon="urn:Exslt.ExsltCommon" xmlns:Exslt.ExsltDatesAndTimes="urn:Exslt.ExsltDatesAndTimes" xmlns:Exslt.ExsltMath="urn:Exslt.ExsltMath" xmlns:Exslt.ExsltRegularExpressions="urn:Exslt.ExsltRegularExpressions" xmlns:Exslt.ExsltStrings="urn:Exslt.ExsltStrings" xmlns:Exslt.ExsltSets="urn:Exslt.ExsltSets" 
  exclude-result-prefixes="msxml umbraco.library Exslt.ExsltCommon Exslt.ExsltDatesAndTimes Exslt.ExsltMath Exslt.ExsltRegularExpressions Exslt.ExsltStrings Exslt.ExsltSets gecko">
<xsl:output method="text" omit-xml-declaration="yes"/>


<msxml:script language="CSharp" implements-prefix="gecko">
<msxml:assembly name="System.Web" />
<msxml:using namespace="System.Web" />
 
<![CDATA[
public void changeOutPut(String ContentType, String FileName) {
 HttpContext.Current.Response.ContentType = ContentType;
   HttpContext.Current.Response.AddHeader("content-disposition", "attachment;filename=" + FileName);
}
]]>

</msxml:script>


<xsl:param name="currentPage"/>
<xsl:template match="/">
  <xsl:value-of select="gecko:changeOutPut('text/csv','xslttest.csv')" />
</xsl:template>

</xsl:stylesheet>

Dan