How can I save a CertificationRequest out to a .csr file?

I found this question and was able to successfully create a CertificationRequest:
http://forum.rebex.net/6566/how-can-i-create-a-self-signed-server-certificate

But how do I save this out to a .csr file?
Unlike Certificate and PrivateKeyInfo, there is not a save method on the CertificationRequest.