file creation question

I'm currently building a site for a band and one of the features I'd like to offer is vCalendar files that the user can download. I'd like to be able to pull values from a database to use in the file, but, rather than having the actual file on the server, I was hoping that I could create the file dynamically when the user clicks on a link. I think this is possible from some information I've come across. My question here is not regarding anything having to do with the database, I'm very familiar with how to pull data from a database with PHP. I just can't figure out how I can generate a file, fill it with values from the database and allow the user to download it without the file ever really existing on the server. Thanks in advance for any help you can give. John