lilypond does not accept local path

[lilypond]

Hi, I've installed lilypond 2.6.0-1 on Cygwin
and it works well, but I cannot give the file
name without its absolute path otherwise
lilypond tells that the file cannot be found.

For example I have to give the following
command:

   lilypond /cygdrive/c/SHEET/test.ly

I'd like to give:

   lilypond test.ly

if I am in the SHEET directory!

could you help me?

Andrea

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