I have used CSV parser from http://code.google.com/p/parsecsv-for-php/, to export my reports to CSV in PHP. I have displayed Sales Total value in €XXXX.XX
You would need to use html_entity_decode() on the strings before writing them to file, which will find all html entities and replace them with their actual symbol.
html_special_chars() and html_special_chars_decode() only works on a few html entities, like > and <, while htmlentities() and html_entity_decode() works on all of them.
Alternatively, you could just do a string replace (str_replace() or preg_replace() or whatever) for € to replace with €.
Then Try:
str_replace('€','€',$valuebeingexported);