Using Openrowset (bulk...) With Variable In Filespec

Hello,to accelerate loading xml data from many files into a table using openrowset (bulk...) I want to use a variable in the file specification and increment it within a loop similar to this:

declare @datnam varchar(100);
DECLARE @MyCounter int;
SET @MyCounter = 1;
set @datnam = 'c:XML_DatenPOS_LOG_200608_'+ltrim(str(@MyCounter))+'.xml';
INSERT INTO GK_TO_KFH_ADAPTER_XML_NS (LOC_ID, MSG_CONTENT)
SELECT @MyCounter, MSG_CONTENT
FROM (
SELECT * FROM OPENROWSET (BULK @datnam, SINGLE_CLOB)
AS MSG_CONTENT) AS R(MSG_CONTENT)

But I got the following error:

Msg 102, Level 15, State 1, Line 8
Incorrect syntax near '@datnam'.

Is there a way to this in that manner?
Or is the bcp utility an alternative?

Regards
Peter