Newbie bash user problem--interactive bash will not run my scripts!

[Michael L. Creech]

There must some really simple thing I'm doing wrong.

I can take any script, such as foo.sh and attempt to run it from a bash
command prompt and it claims it can not find the file. However, if I simply
put 'bash' in front of the command, it works (also if I type 'bash' at a
bash command prompt to run a nested shell, it works). For example:

<run bash by clicking on desktop icon that the cygwin install created--ends
up executing 'bash.exe --login -i'>

   /cygdrive/c/Work/gc/distrib 151%>build-dist.sh
   BASH.EXE: ./build-dist.sh: No such file or directory
   /cygdrive/c/Work/gc/distrib 152%>bash build-dist.sh
   <script is executed and works fine!>

What am I missing??

OS: Win98SE
Bash version: GNU bash, version 2.04.0(1)-release (i586-pc-cygwin)

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