I know how to do it in Illustrator 10 - not sure how to do it in CS, the filter is not there anymore.
In AI 10.0 go to Filter>Pen & Ink>Hatch Effects. You'll have to play around with the settings - I just made one with the Swash Texture Gradiation using Dots as the Hatch setting. Set Dispersion to None and adjust the Scale settings. You can't change the dot shape or angle so emulating a halftone is very limited, if that is what you want to do.
Like I said, I don't know where the filter is in CS, I hope it's still there. I've used it before to mock up a quick single color halftone to print on a inkjet before I had RIP software that could print halftones, it worked okay for that.