For i=LBound(Vector) To UBound(Vector)
Cadena = Cadena & Vector(i) & vbCrLf
Next i
FileToString Cadena, "C:\MiArchivo.txt"
La función que puedes colocar en un módulo es:
Public Function StringToFile(StringText As String, FileName As String) As Long
Dim hlngFile As Long
hlngFile = FreeFile
Open FileName For Binary Access Write As hlngFile
Put hlngFile, , StringText
Close hlngFile
StringToFile = FileLen(FileName)
End Function