Just wanted to point out a quick workaround for users that aren't able to export data because of some restriction on their server.
In my case my server didn't allow the export script to create the export file. It does however allow the script to modify an existing file with appropriate permissions (chmod to 755 or 777).
So this is what i did:
1/create a file called export_data.cvs in the following folder: wp-content/uploads/gravity_forms/1/
you might need to create these subfolders in your uploads folder; also make sure this is the folder specified as your upload folder in wp settings > Miscelaneous
2/ in gravityforms plugin export.php change line 188
$file_name = "export_" . time() . ".csv";
to
$file_name = "export_data.csv";
Note: making this file static and chmodding it to 777 creates a security risk, so i would recommend choosing your own custom name for this file in stead of 'export_data.csv'.
Note2: everytime you export a form, the data will be overwritten. To separate the different forms, you could add the form_id to the file name $file_name = "export_data_" . $form_id. ".csv";
and create a file on your server for each form you need to export.
Note3: after a plugin upgrade, you will need to apply this hack again.