Declare fileName as an array of characters and then
sprintf(fileName, "%02d_%02d_%02d.csv", GPS.day, GPS.month, GPS.year);
Better still would be to use a format like
sprintf(fileName, "%02d%02d%02d.csv", GPS.year, GPS.month, GPS.day);
because it sorts the files in ascending order when listed rather than day of the month (not too usefule when you have lots of months).