Newbie question: Why should I type ./progname to run a program in current dir?

From: Neo (neo_in_matrix_at_msn.com)
Date: 12/25/03 

Date: 25 Dec 2003 06:29:08 -0800

On Windows platform, if the program is in current dir, I just type the
name of the program to run it. I think it's very reasonable. I don't
understand why I am forced to type 2 exra chars to get the program
run. Can it be avoided?

Thanks.