Go to ENSMART
Choose Ensembl version and species of interest and hit 'next'
Under 'Gene:' check and choose 'with EntrezGeneID(s)' option, make sure
'only' option is highlighted, and hit 'next'.
Under 'GENE:' check 'Ensembl Gene ID', under 'External References' check
'EntrezGene ID', select output format as 'text, tab separated', and hit
'export'.

Watch out for multiple mappings to and from the source and target id systems.

Thanks to Obi Griffith for sending this to me

ENSMART