Thanks for the help, but I still had no luck. I uninstalled CB Juice version 3.0.2, installed version 2.06 and got the same problem.
Then I uninstalled 2.0.6 and installed 2.0.5 to try it but got the same problem.
I guess I will revert to exporting the users through PHP MyAdmin unless anyone else stumbles across this thread with the same problem and has the solution. Thank you.
Don't use the menu item to save csv, go to 'Process CSVs', click on 'Save Users', then 'Process the CSV'. If that doesn't work, try enabling Joomla Error Reporting and/or Debug System then report back any errors.