you have a few options
you can set the export type to custom and then override the following
OpenExportFile
DoExportString
DoExportEOL
CloseExportFile
or you can override methods at other points
here is some info on exports
at the beginning OpenExportFile is called and at the end CloseExportFile
for each row the following are called inside RequestExportRow
OnBeforeRowExport
DoExportFieldNames (if enabled and not exported yet)
ExportAllSubheaders
ExportBody
ExportAllSubtotals
DoExportEOL
OnAfterRowExport
when exporting data each sections DoExportSection is called