One way is with a macro:
Option Explicit
Sub testme()
Dim curWks As Worksheet
Dim newWks As Worksheet
Dim iRow As Long
Dim FirstRow As Long
Dim LastRow As Long
Set curWks = Worksheets("sheet1")
Set newWks = Workbooks.Add(1).Worksheets(1)
With curWks
FirstRow = 1
LastRow = .Cells(.Rows.Count, "A").End(xlUp).Row
For iRow = FirstRow To LastRow
.Rows(iRow).Copy
With newWks.Range("A1")
.PasteSpecial Paste:=xlPasteValues
.PasteSpecial Paste:=xlPasteFormats
End With
newWks.Parent.SaveAs _
Filename:="C:\temp\" & Format(iRow, "0000") & ".csv", _
FileFormat:=xlCSV
Next iRow
End With
newWks.Parent.Close savechanges:=False
End Sub
This routine expects to have an existing folder named c:\temp. It creates files
named ####.csv based on the row number.
If you run this a second time, you'll want to clean up that folder first--else
you'll be answer yes/no to each of the overwrite prompts.
I figure it's a safe way not to destroy important existing data.
If you're new to macros, you may want to read David McRitchie's intro at:
http://www.mvps.org/dmcritchie/excel/getstarted.htm