In addition to the answers of Howard and Mr. Wizard, I could say that it would be nice to look FileNameJoinfor a nice, system-independent way of arranging line strings and IntegerStringwhich you could use to convert integers to strings with a fixed number of positions, which makes your files are more beautiful:
In[33]:= VAL = 32;
IntegerString[VAL, 10, 4]
Out[34]= "0032"
( ), -
Export["directoryPart\\FixedFileNamePart"<>IntegerString[VAL, 10, 4]<>".dat","TSV"]
"TSV" , . , , . escape, ; . , UNIX-, . FileNameJoin, .