PHP and writing to the the user's HDD, possible ?

I rarely ever ask for help regarding programming, but this has flumoxed me.
If it is not possible to do this, then would I have to generate this file on the Host's server (Just Host in my case), then download it ? If this can be done then can you please tell me how, as any info I have found related to file downloads seems a bit obscure :confused:
thanks in advance
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