Hmm, You should study something about Your PATH variable.
This is quite different from other OS, becouse You can not run program directly when You do not specify You want to run it in current directory.
It is becouse of security reasons. Imagine, if some "hacker" puts a shellscript named "ls" into /tmp, something like this:
echo "Haha I got u!";
rm -rvf /
You as "root" came to /tmp and type "ls". ;-) Not very good idea. Bud, we are in linux, so You can modify your PATH variable, can add ./ there If You know what You are doing.