I think you'd have to use a macro... (By the way, a csv file isn't actually an Excel workbook.)
Press Alt+F11 to open the VBA editor and then Ctrl+R to see the Project Explorer. The Project Explorer should show a VBAProject for your workbook. If there is a plus to the left of the VBAProject, cick on the plus (+) to expand the object. If there is no section called Modules, right-click on the VBAProject object and Insert|Module. If there is already a module in the list, double-click on it. You should now have opened an edit window. Copy this code into the window, under any other code that may be there:
Sub MakeCSVs()
Dim n As Integer, m As Integer, lastRow As Integer, lastCol As Integer
Dim newWB As Workbook
Dim path As String, fname As String
path = "C:\Documents and Settings\Charles\My Documents\"
filename = "File"
lastRow = ActiveSheet.Cells.SpecialCells(xlCellTypeLastCell).Row
lastCol = ActiveSheet.Cells.SpecialCells(xlCellTypeLastCell).Column
Application.ScreenUpdating = False
n = 0
While n * 1000 < lastRow
Set newWB = Workbooks.Add(xlWBATWorksheet)
ThisWorkbook.Activate
Range(Cells(n * 1000 + 1, 1), Cells((n + 1) * 1000, lastCol)).Copy newWB.Sheets(1).Cells(1, 1)
n = n + 1
newWB.SaveAs FileName:=path & fname & Format(n, "00") & ".csv", FileFormat:=xlCSV, CreateBackup:=False
newWB.Close False
Wend
Application.ScreenUpdating = True
End Sub
You'll need to change the path and fname strings to reflect the path where you want the files saved and the name you want to give each file. The name will have a number appended to it, so, using the above "File" as fname, the first file will be named File01.csv, the second named File02.csv, etc.
Close the VBA editor. In your workbook, press Alt+F8 and double-click on MakeCSVs.