seemingly dumb-ass question

[Gareth Clark]

This is probably very easily answered but when i want
to run a program which I have compiled with 'gcc
filename.c -o filename.exe' how do i run it? if i type
filename.exe i just get 'command not found' back. 
I am using Red Hat 6.2 with the default version of
gcc. 
many thanks in advance,

gareth



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