UPDATE: There's a better method than this one now. Check out my new vid: https://youtu.be/eCBrK8tZAXQ http://bit.ly/1jWehIV detailed write-up at link to the left. This video shows how to set up and use Variable Data in Adobe Illustrator.
Right-click 'Download' and select 'Save Link As' if the file opens in a new tab.