Need to import a .xls from the .cdf 's directory , must work anywhere

I have tried using this SetDirectory[ DirectoryName[ ToFileName["FileName" /. NotebookInformation[SelectedNotebook\[\]\]\]\]\]

and then used t = Import[ "FileName\\RegressionExample.xls"];

But what is the correct way?

Need to import a .xls from the .cdf 's directory , must work anywhere

In Player Pro you can use NotebookDirectory[EvaluationNotebook[]]
With the Free CDF Player you cannot import anything from the filesystem by using Import.
If you run a local webserver you can probably get data through FetchURL, or Import[“http://localhost/mydata.xls”]