Gravar dados de uma tabela de Banco em um txt, como?

package main;

import java.io.BufferedWriter;
import java.io.File;
import java.io.FileWriter;
import java.io.IOException;
import java.sql.Connection;
import java.sql.PreparedStatement;
import java.sql.ResultSet;
import java.sql.SQLException;

import connection.ConnectionFactory;

public class Guj {
	
	public static void main(String[] args) {
		
		ConnectionFactory factory = new ConnectionFactory();
		Connection conn = factory.getConnection();
		
		BufferedWriter bw = null;
		try {
			PreparedStatement statement = conn.prepareStatement( "select * from contato" );
			ResultSet set = statement.executeQuery();
			
			bw = new BufferedWriter( new FileWriter( new File( "c:\saida.txt" ) ) );
			
			bw.write("nome|sobrenome|sexo\n");
			while( set.next() ){
				String nome = set.getString( "nome" );
				String sobrenome = set.getString( "sobrenome" );
				String sexo = set.getString( "sexo" );
				
				bw.write(nome + "|" + sobrenome + "|" + sexo + "\n");
			}
			
			bw.close();
			conn.close();
			
		} catch (SQLException e) {
			e.printStackTrace();
		} catch (IOException e) {
			e.printStackTrace();
		} 		
		
	}

}

nome|sobrenome|sexo
paulo|rendeiro|M