how to export an sql procedure which returns 500000 records to excel or any format

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VB

hi,

I have a procedure which returns more than 5lak records; and i need to export it into excel or any other format.I tried with crystal report, but failed;Also tried exporting from dataset to excel and datagrid to excel, but failed.
Please help me its very urgent..
Please find below the code I used to export directly from dataset to excel.

Dim ds As DataSet
Dim i, j As Integer
ds = objGPBLL.getGridView()

Dim xlApp As Excel.Application
Dim xlWorkBook As Excel.Workbook
Dim xlWorkSheet As Excel.Worksheet
Dim misValue As Object = System.Reflection.Missing.Value

xlApp = New Excel.ApplicationClass
xlWorkBook = xlApp.Workbooks.Add(misValue)
xlWorkSheet = xlWorkBook.Sheets("sheet1")

For i = 0 To ds.Tables(0).Rows.Count - 1
    For j = 0 To ds.Tables(0).Columns.Count - 1
        xlWorkSheet.Cells(i + 1, j + 1) = ds.Tables(0).Rows(i).Item(j)
    Next
Next

xlWorkSheet.SaveAs("D:\vbexcel.xls")
xlWorkBook.Close()
xlApp.Quit()
MsgBox("You can find the file D:\vbexcel.xls")

Thanks in advance..