Perhaps the problem isn't on SQL Server but on your application, but I don't know a lot about that.
Is the result set many rows of data, or many large columns, or both?
If many rows - perhaps your application does not manage data well, after downloading it. Or perhaps it requests and downloads one row at a time.
If large columns - maybe you can choose more economical data types. Perhaps you used nchar when you don't need it. (If you need it, then, use it.) Your text may be padded with unnecessary space, either because you use char instead of varchar, or because data came from a source which includes the spaces at the end of text, and varchar will hold the space until it is removed from data, i.e. RTRIM(column_name) - I think this automatically becomes varchar(length) or nvarchar(length), but check that.