actually, a question about declaring variables

I can do:
LOAD DATA LOCAL INFILE "data.txt" INTO TABLE TBL

but what i want to do is
set @filename = "data.txt"
LOAD DATA LOCAL INFILE filename INTO TABLE TBL

the latter gives a syntax error, and i've tried many permutations of @filename, filename, etc

How can I pass in a variable string to 'LOAD DATA' instead of having to use explicit quotes? thanks a bunch!