You don't really need to change the working directory here, perhaps you could try something like this instead....
By the way I noticed you were using single backslashes for the path. Since in Perl a single backslash means it should be expecting a metacharacter, it won't interpret it correctly. In a Windows environment you have two options for file separators. You can either do a double backslash or a single forward slash - i.e. *NIX style. I go for the second since it's more portable..
use CGI qw( :standard );
$file = "C:/Intranet/file.csv";
print header; # It shouldn't work without this..
print "Opening file for output:\n";
open (FILE, ">$file") or die ("Can't find $file: $!");
print "Outputting to file.\n";
print FILE "This,is,a,comma\nseparated,file\n";
close FILE or die "Can not close $file: $!";
Anyway, hope I helped a bit.