S odkazem na SQLServerPedia si myslím, že to bude fungovat:
sp_configure 'show advanced options', 1;
RECONFIGURE;
GO
sp_configure 'Ad Hoc Distributed Queries', 1;
RECONFIGURE;
GO
select TerritoryID
,TotalSales
,TotalCost
INTO CSVImportTable
from openrowset('MSDASQL'
,'Driver={Microsoft Access Text Driver (*.txt, *.csv)}'
,'select * from C:\csvtest.CSV')