This will impact all files, but you can add a mapping to your server configuration:
- Go to the properties of your website and click on "Handler Mappings".
- In the upper right corner click, "Add Module Mapping".
- Put "*.csv" in the Request Path.
- Select "IsapiModule" for module.
- Find the aspnet_isapi.dll in the framework folder of the appropriate .net framework you are using under Executable.
- Give it a name.
- Check the tabs in "Request Restrictions" for more options.
This should force any .csv request to parse through asp.net (thus invoking formsauthentication) before servicing the request.
EDIT: Alternatively you can add a wildcard script mapping as desribed here: http://learn.iis.net/page.aspx/508/wildcard-script-mapping-and-iis-7-integrated-pipeline/
This will force authentication to all non-.net files (pdfs, docs, anything).