I'll write a little longer answer, read if you like..
To be able to run the program ("command") without mentioning the directory it is in (./ stands for "inside this current working directory" -- the dot means current directory and the slash has the same meaning as in any other path) you need to put the program into a directory that is listed in your $PATH environment variable, which contains directories that are searched for executables automatically when you type in something that could be a "command". For example /bin, /usr/bin, /sbin and /usr/sbin are usually such directories. Try to run
code]echo $PATH[/code]
and you should see which directories are listed. There are several directories because some programs are different from others in some way -- for example administrative executables are usually placed into an sbin directory rather than "plain" bin directory, and so on. If you don't want to move the program into a directory that is listed in $PATH, you can do it the other way around (as suggested above) and alter the environment variable to contain the directory where the executable is -- effectively forcing the directory to be looked in for executables. Note that if there are two executables that have the same name but are in different directories, not both are executed -- one of the directories is "scanned" first and when the first match is found, that program is executed.
Altering your environment variable the way bhaslinux mentioned does no permanent changes - next time you log in (or start another shell) the environment variable is back to "normal". To make permanent changes you must edit your profile file (for example) so that each time you run a shell (or log in), the environment variable is altered. There are several files that can do this, and the one you need to use depends on your needs (do you need system-wide change for all users, only for yourself, for login shells or not, ...)
And do understand that it might be dangerous to alter your $PATH contain any directories, like your home directory, especially if you put them before the system-wide executable directories, because in that case if somebody placed a harmful program into such directory (usually regular users can't write to system-wide executable directories, but you can write to your own home directory -- and anybody that gets into your user account!) and you happened to type in it's name, it was executed and possibly caused harm to you. It's difficult to accidentally type in "send_my_files_all_over_the_net" if there was such an evil program placed into a directory that was in $PATH, but a clever bad guy might name it so that a small slip caused you to run it -- like "/." or "'" or " " or something else people usually don't think can be executable names