Embedding VBA (Excel) Variable in Strings

How does one go about embedding a variable, i.e. below I try  to save successive worksheets to a folder.  How do I assign the protein name in the FOR loop to the destination filename with the .txt extension below?

Dim Protein As Variant
Protein = Array("PRAF", "PMEK", "PLC", "PIP2", "PIP3", "ERK", "AKT", "PKA", "PKC", "P38", "PJNK")

For i = 0 To UBound(Protein)

    Sheets(Protein(i)).Select
    ChDir "C:\Documents and Settings\yiprobpat2003\Desktop\Thesis\Comparisons"
    ActiveWorkbook.SaveAs Filename:= _
        "C:\Documents and Settings\yiprobpat2003\Desktop\Thesis\Comparisons\PLC.txt", _
        FileFormat:=xlTextMSDOS, CreateBackup:=False
Next

Thanks again for the help.

Jason
cdromesAsked:
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g_johnsonCommented:
ActiveWorkbook.SaveAs Filename:= _
        "C:\Documents and Settings\yiprobpat2003\Desktop\Thesis\Comparisons\" & Protein(i) & ".txt", _
        FileFormat:=xlTextMSDOS, CreateBackup:=False
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cdromesAuthor Commented:
Great!  Thanks.
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Visual Basic Classic

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