Yes you can

lcFileName = "\PATH\DIRECTORY\" + Trim(THISFORM.VARIABLE)
COPY TO (lcFileName)
   or
COPY TO ("\PATH\DIRECTORY\" + Trim(THISFORM.VARIABLE))

It's called name expression. Take a look at "Creating Name Expressions" topic in foxpro help.

>If I use the COPY TO command, can I use a variable to name the table?
>
>EX:
>THISFORM.VARIABLE = '12345'
>COPY TO \PATH\DIRECTORY\THISFORM.VARIABLE.DBF.
>
>When I do that I get a table named "thisform.variable.dbf" instead of "12345.dbf"
>
>How do I dictate that I am going to use a variable? &THISFORM.VARIABLE..DBF ???
>
>Scott