This can be done by modifying the CSV tagset. Below is an example.

   proc template;
      define tagset tagsets.newcsv;
      parent = tagsets.csv;
      notes "This is the CSV definition";
      /* we removed the start: put NL. It was putting a line
       * at the beginning of the table.
      */
      define event table;
         finish:
         put NL;
      end;

      /* We added finish: */
      /* This makes it so that the line is put at the finish
       * of the even row instead of every event row.
       */
      define event row;
         finish:
         put NL;
      end;
	  end;
   run;

   ods tagsets.newcsv body='c:\test.csv' ;
   proc print data=sashelp.afmsg label; run;
   ods tagsets.newcsv close;

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