\i running on windows

Hi all,
I'd like to use for the first time postgres on windows, used the
installer no problem (good stuff)
i saw pgadmin (good gui) but when trying to use the \i I can't figure a
way to find my script to be imported...
What is the correct PATH to be used ? Where should I put my files in
order to Postgres top find them ? It 's very annoying...
I tried several notations (windows or Unix ones), I tried absolute &
relative paths ? I set up  some env vars (PG_HOME & PG_DATA) soi I tried
to put scripts on the PG_HOME directory but it doesn't work..
Any idea ?

Cheers
jerome