latex question; how do I add a new style sheet
 

Hello there,
At my university we are using some windows latex frond-end to do are reports in. At home i'm using linux for which this app isn''t available. But it uses macro's and style sheets that I can copy to my linux box and make it work there. That way I can edit docs I have created at school and visa versa.
The only thing is, how can I tell latex at my computer where those extra files are?
For instance, when I compile a latex file from school now, i'l get something like "can't find TNWpracticum.cls" and it promps me for a location of that file. I give it, and a while later it askes for the location of a nother file, which I give and so on. And at the end I get a decent *.dvi file. But this is kind of awkward to say the least. So I tried to put " TNWpracticum.cls" in the same directory as all the other *.cls files on my linux system but that didn't work.
So how do I make this work?