Dynamically creating a Word document

I want to create a Word document that will display data from a database. I
don't want to create the file on the server, I just want to stream it out
directly to the user. When they click a button, the Word Save Open window
will open, and allow the user to Save or Open the document in Word. I know I
need to use response.binarywrite, but I don't know if it is possible to
create the binary object without first saving it to a temporary file. Would
I need to create a Word template, and how would I use it?

How would I get data from a data grid into this document?
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