CSVWriter - Easy CSV Generation

Recently I've done a group project at University. As part of this, I wrote a C♯ class specially to make generating CSV files easy. It didn't get used in the end, but I've still kept it since it sounds like the kind of thing that would be rather useful. I also decided to share it here for anyone else who needs to do this kind of thing.
You can find it on GitHub gist: CSVWriter.cs
I have written tests for it in a Visual Studio Unit Testing project, but I can't really fgure out how to include them neatly in a gist.
Here's an example of how you would use it:
CSVWriter c = new CSVWriter("file.csv");
c.WriteHeader(new string[]{ "Number", "Data" });
for(int i = 0; i < 100; i++)
{
c.WriteRecord(new string[]{ i.ToString(), "data" });
}
c.Close();
The whole thing is fully commented with intellisense comments, so they should help if you get a bit stuck. If you can't figure out how to use it, simply post a comment down below and I'll try and help you as best I can.
Before I go, I want to mention that the animated gif I used at the top of this post is from @liabru's Gears. All credit goes to him for making them - I just recorded the animated gif :)