so I thought that something like
fileName="data" & count & ".csv"
but this approach looks to be rubbish.
What is the correct approach?
The correct approach is to use code that stands a chance of working. No matter what type fileName is, the & operator is not the correct one to use.
Of course, you should be able to see from this comment that we don't know what type fileName is, so any help in getting a variable encoded in the variable is going to be vague.
If you'd read the sticky, you'd know that the requirement for posting here is to post your code (properly).