The reference says "the default location is the same folder as the Processing application itself,"
and gives an example:

open("Process_4.exe");

Yet when I type something like this, e.g.,

open("text.txt");

where text.txt is in the same folder as the .pde, it doesn't open. It works fine if I type the full
path ("/Users/blah/Desktop/sketchfolder/text.txt").

Processing 1.0.1, Mac OS 10.5.6, MBP

Nah, you should only be using absolute paths anyway. I'll update the reference.