That's what I want to do, as per an example in the BOL:

DECLARE @IntVariable INT
DECLARE @SQLString NVARCHAR(500)
DECLARE @ParmDefinition NVARCHAR(500)

/* Build the SQL string once.*/
SET @SQLString =
     N'SELECT * FROM pubs.dbo.employee WHERE job_lvl = @level'
SET @ParmDefinition = N'@level tinyint'
/* Execute the string with the first parameter value. */
SET @IntVariable = 35
EXECUTE sp_executesql @SQLString, @ParmDefinition,
                      @level = @IntVariable
/* Execute the same string with the second parameter value. */
SET @IntVariable = 32
EXECUTE sp_executesql @SQLString, @ParmDefinition,
                      @level = @IntVariable

As you can see, the string @level get replaced by the parameter @IntVariable,

in my case I want @string to be replaced by @where

It works as expected in the first example...

Set @SQLString = 'print @String '

Dave J