using string variable with file name

[saneman]

In my .emacs file I have made:

;; Directories
(setq mylisp "~/work/mylisp/")

;; Line numbers
(load-file mylisp cons "setnu.el")
(global-set-key "\C-cl" 'setnu-mode)

But this gives an error. How do I "cons" the variable mylisp with a 
filename?