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2) Just put the "." directory in your PATH variable. For me, this is done in the .bashrc file in my personal directory. You should have a line like
That is the list of directories you want to run programs from. Add "." (the current directory) at the end (do not forget to put the colons to separate). The problem is that the file you have to modify could not be .bashrc (but .tcshrc, or something else, if you are using a different shell). Other thing is that some people consider this as a security risk. I'll say just: DONT DO IT FOR THE ROOT USER.
Notice that you can do the same to run firefox: add the directory to your PATH variable.
4) I'm not using Windows anymore, but I think that once you have mounted the windows partition, you can ask wine to run the applications from there. You can also ask wine to run the installation program, so it will install it in your directory. Some people prefers this way. It seems to help wine.
Just to be sure: Do you have a user account for day-to-day working or you use root all the time?