How to open file in the same directory as Mathematica notebook?

I have a file in my c: directory called “bdat.txt”. I have a Mathematica Notebook in the same directory. The line

OpenRead["c://bdat.txt"]

causes

OpenRead::noopen: "Cannot open "c://bdat.txt …

as does

OpenRead["c:\\bdat.txt"]

as does

OpenRead["bdat.txt"]

Can anyone see what I’m doing wrong? Thanks.

If you enter Directory[ ], you’ll see that the “working” directory is not the directory the notebook is in.

I wonder what would the following return

Import["!dir c:\\bdat*", "Text"]

FileInformation["c:\\bdat.txt"]
SetDirectory[NotebookDirectory[]]

Frank is exactly right. I usualy put

SetDirectory[NotebookDirectory[]]

in the first part of any notebook that will read or write data from the notebook directory. For a new notebook, before the notebook is saved for the first time it doesn’t know its directory (you will get failed), but as soon as you’ve saved it, NotebookDirectory will return the notebook’s directory. You can also use “Insert / File Path” from the top menu to select files with a dialog box.