Export several records one record at a time to a file

I have a request to export data one record at a time from SQL Server 2008 R2 into a file with the file named according to the record info. The table contains the following data:

LastName

FirstName

MI

DOB

Member_ID

Phone_Number

Email_Address

Address

City

State

Zip

Reason

Date_Created

Date_Exported

The query would only export records where Date_Exported is null. The Date_Exported would be entered when the record is exported to a file. The file should be named FirstName + LastName + Date_Created.

Any help with how to achieve this? The type of file would be best as .pdf; however, .csv would be fine also.

Any assistance would be hugely appreciated!