You can do this by adding a custom renderer to reporting services based on the existing CSV renderer.
To do this you need to edit the reporting services config file "rsreportserver.config" (make sure you backup it up before you start). The file is located in a folder similar to
C:\Program Files\Microsoft SQL Server\MSRS10_50.SQL2008R2\Reporting Services\ReportServer\bin
Open the file (e.g. with notepad). Towards the end of the file, you will see the "Render" tags followed by the various renderers (as "Extension" tags).
Find the CSV extension. It should look something like :
<Extension Name="CSV" Type="Microsoft.ReportingServices.Rendering.DataRenderer.CsvReport,Microsoft.ReportingServices.DataRendering"/>
Copy this line as a new line. Change the name to something unique. Remove the / from the end of the line.
Add a closing tag for the "Extension" tag.
Add the following between the opening and closing Extension tags:
Save the changes and restart the reporting services services.
You should now have a new option when you save the report (with the above, you would see "MyDelimiter" as one of the options you can pick from when you save a report.