Problem with transforming using Xalan: "Had IO Excepti

I realize this is not a Xalan forum but maybe someone here knows
something.

I have a stylesheet: transform.xsl which is importing an exslt template
"math.max.template.xsl" like so:

<xsl:import href="math.max.template.xsl" />

Both transform.xsl and math.max.template.xsl are in the same folder. Now
everything works fine in my XSLT IDE (Oxygen) using Xalan, but when I
hook up my Java code to run this transformation, I get the exception:

Had IO Exception with stylesheet file: Could not find file
math.max.template.xsl

Anyone have any views on that?

Another thing, if I use the full path to the file like so:

<xsl:import
href="C:\harsh\ws\wsad\JavaSource\com\amfam\rate\xml\math.max.template.x
sl" />

everything is fine.

Harsh.