Cannot execute .exe files from home directory

[gareth m jones]

I ahve dowloaded cygwin and I wrote the quick code for hello world and
compiled it under gcc. It compiled and I tried to execute the a.exe file
and the error message said it could not find the a.exe. It will work if I
copy the file into the bin directory. Does anyone know how I can set my
path to avoid copying my executable to bin always.
Thanks