i beleive,
sqlldr will not support that syntax.
but u can pass the name of data file in command line.
like

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sqlldr userid=scott/tiger control=test.ctl data= i4852040.dat

and control file being

load data
into table test

..
...
other stuff
...
..

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you have to write an OS wrapper script that takes datafile name as input in wildcards..,find the actual filename and pass it to the sqlldr command line!